Merged feat/short into lev-strat

docs/includes/pairlists.md

@@ -165,6 +165,7 @@ Example to remove the first 10 pairs from the pairlist:
 
 ```json
 "pairlists": [
+    // ...
     {
         "method": "OffsetFilter",
         "offset": 10
@@ -190,6 +191,19 @@ Sorts pairs by past trade performance, as follows:
 
 Trade count is used as a tie breaker.
 
+You can use the `minutes` parameter to only consider performance of the past X minutes (rolling window).
+Not defining this parameter (or setting it to 0) will use all-time performance.
+
+```json
+"pairlists": [
+    // ...
+    {
+        "method": "PerformanceFilter",
+        "minutes": 1440  // rolling 24h
+    }
+],
+```
+
 !!! Note
     `PerformanceFilter` does not support backtesting mode.
 

docs/leverage.md

@@ -15,3 +15,7 @@ For longs, the currency which pays the interest fee for the `borrowed` will alre
     Rollover fee = P (borrowed money) * R (quat_hourly_interest) * ceiling(T/4) (in hours)
     I (interest) = Opening fee + Rollover fee
     [source](https://support.kraken.com/hc/en-us/articles/206161568-What-are-the-fees-for-margin-trading-)
+
+# TODO-lev: Mention that says you can't run 2 bots on the same account with leverage,
+
+#TODO-lev: Create a huge risk disclaimer

docs/strategy-advanced.md

@@ -288,6 +288,12 @@ Stoploss values returned from `custom_stoploss()` always specify a percentage re
 
 The helper function [`stoploss_from_open()`](strategy-customization.md#stoploss_from_open) can be used to convert from an open price relative stop, to a current price relative stop which can be returned from `custom_stoploss()`.
 
+### Calculating stoploss percentage from absolute price
+
+Stoploss values returned from `custom_stoploss()` always specify a percentage relative to `current_rate`. In order to set a stoploss at specified absolute price level, we need to use `stop_rate` to calculate what percentage relative to the `current_rate` will give you the same result as if the percentage was specified from the open price.
+
+The helper function [`stoploss_from_absolute()`](strategy-customization.md#stoploss_from_absolute) can be used to convert from an absolute price, to a current price relative stop which can be returned from `custom_stoploss()`.
+
 #### Stepped stoploss
 
 Instead of continuously trailing behind the current price, this example sets fixed stoploss price levels based on the current profit.

docs/strategy-customization.md

@@ -639,6 +639,167 @@ Stoploss values returned from `custom_stoploss` must specify a percentage relati
 
     Full examples can be found in the [Custom stoploss](strategy-advanced.md#custom-stoploss) section of the Documentation.
 
+!!! Note
+    Providing invalid input to `stoploss_from_open()` may produce "CustomStoploss function did not return valid stoploss" warnings.
+    This may happen if `current_profit` parameter is below specified `open_relative_stop`. Such situations may arise when closing trade
+    is blocked by `confirm_trade_exit()` method. Warnings can be solved by never blocking stop loss sells by checking `sell_reason` in
+    `confirm_trade_exit()`, or by using `return stoploss_from_open(...) or 1` idiom, which will request to not change stop loss when
+    `current_profit < open_relative_stop`.
+
+### *stoploss_from_absolute()*
+
+In some situations it may be confusing to deal with stops relative to current rate. Instead, you may define a stoploss level using an absolute price.
+
+??? Example "Returning a stoploss using absolute price from the custom stoploss function"
+
+    If we want to trail a stop price at 2xATR below current proce we can call `stoploss_from_absolute(current_rate - (candle['atr'] * 2), current_rate)`.
+
+    ``` python
+
+    from datetime import datetime
+    from freqtrade.persistence import Trade
+    from freqtrade.strategy import IStrategy, stoploss_from_open
+
+    class AwesomeStrategy(IStrategy):
+
+        use_custom_stoploss = True
+
+        def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['atr'] = ta.ATR(dataframe, timeperiod=14)
+            return dataframe
+
+        def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
+                            current_rate: float, current_profit: float, **kwargs) -> float:
+            dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
+            candle = dataframe.iloc[-1].squeeze()
+            return stoploss_from_absolute(current_rate - (candle['atr'] * 2), current_rate)
+
+    ```
+
+### *@informative()*
+
+``` python
+def informative(timeframe: str, asset: str = '',
+                fmt: Optional[Union[str, Callable[[KwArg(str)], str]]] = None,
+                ffill: bool = True) -> Callable[[PopulateIndicators], PopulateIndicators]:
+    """
+    A decorator for populate_indicators_Nn(self, dataframe, metadata), allowing these functions to
+    define informative indicators.
+
+    Example usage:
+
+        @informative('1h')
+        def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+
+    :param timeframe: Informative timeframe. Must always be equal or higher than strategy timeframe.
+    :param asset: Informative asset, for example BTC, BTC/USDT, ETH/BTC. Do not specify to use
+    current pair.
+    :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
+    specified, defaults to:
+    * {base}_{quote}_{column}_{timeframe} if asset is specified. 
+    * {column}_{timeframe} if asset is not specified.
+    Format string supports these format variables:
+    * {asset} - full name of the asset, for example 'BTC/USDT'.
+    * {base} - base currency in lower case, for example 'eth'.
+    * {BASE} - same as {base}, except in upper case.
+    * {quote} - quote currency in lower case, for example 'usdt'.
+    * {QUOTE} - same as {quote}, except in upper case.
+    * {column} - name of dataframe column.
+    * {timeframe} - timeframe of informative dataframe.
+    :param ffill: ffill dataframe after merging informative pair.
+    """
+```
+
+In most common case it is possible to easily define informative pairs by using a decorator. All decorated `populate_indicators_*` methods run in isolation,
+not having access to data from other informative pairs, in the end all informative dataframes are merged and passed to main `populate_indicators()` method.
+When hyperopting, use of hyperoptable parameter `.value` attribute is not supported. Please use `.range` attribute. See [optimizing an indicator parameter](hyperopt.md#optimizing-an-indicator-parameter)
+for more information.
+
+??? Example "Fast and easy way to define informative pairs"
+
+    Most of the time we do not need power and flexibility offered by `merge_informative_pair()`, therefore we can use a decorator to quickly define informative pairs.
+
+    ``` python
+
+    from datetime import datetime
+    from freqtrade.persistence import Trade
+    from freqtrade.strategy import IStrategy, informative
+
+    class AwesomeStrategy(IStrategy):
+        
+        # This method is not required. 
+        # def informative_pairs(self): ...
+
+        # Define informative upper timeframe for each pair. Decorators can be stacked on same 
+        # method. Available in populate_indicators as 'rsi_30m' and 'rsi_1h'.
+        @informative('30m')
+        @informative('1h')
+        def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+
+        # Define BTC/STAKE informative pair. Available in populate_indicators and other methods as
+        # 'btc_rsi_1h'. Current stake currency should be specified as {stake} format variable 
+        # instead of hardcoding actual stake currency. Available in populate_indicators and other 
+        # methods as 'btc_usdt_rsi_1h' (when stake currency is USDT).
+        @informative('1h', 'BTC/{stake}')
+        def populate_indicators_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+
+        # Define BTC/ETH informative pair. You must specify quote currency if it is different from
+        # stake currency. Available in populate_indicators and other methods as 'eth_btc_rsi_1h'.
+        @informative('1h', 'ETH/BTC')
+        def populate_indicators_eth_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+    
+        # Define BTC/STAKE informative pair. A custom formatter may be specified for formatting
+        # column names. A callable `fmt(**kwargs) -> str` may be specified, to implement custom
+        # formatting. Available in populate_indicators and other methods as 'rsi_upper'.
+        @informative('1h', 'BTC/{stake}', '{column}')
+        def populate_indicators_btc_1h_2(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi_upper'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+    
+        def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            # Strategy timeframe indicators for current pair.
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            # Informative pairs are available in this method.
+            dataframe['rsi_less'] = dataframe['rsi'] < dataframe['rsi_1h']
+            return dataframe
+
+    ```
+
+!!! Note
+    Do not use `@informative` decorator if you need to use data of one informative pair when generating another informative pair. Instead, define informative pairs
+    manually as described [in the DataProvider section](#complete-data-provider-sample).
+
+!!! Note
+    Use string formatting when accessing informative dataframes of other pairs. This will allow easily changing stake currency in config without having to adjust strategy code.
+
+    ``` python
+    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        stake = self.config['stake_currency']
+        dataframe.loc[
+            (
+                (dataframe[f'btc_{stake}_rsi_1h'] < 35)
+                &
+                (dataframe['volume'] > 0)
+            ),
+            ['buy', 'buy_tag']] = (1, 'buy_signal_rsi')
+    
+        return dataframe
+    ```
+
+    Alternatively column renaming may be used to remove stake currency from column names: `@informative('1h', 'BTC/{stake}', fmt='{base}_{column}_{timeframe}')`.
+
+!!! Warning "Duplicate method names"
+    Methods tagged with `@informative()` decorator must always have unique names! Re-using same name (for example when copy-pasting already defined informative method)
+    will overwrite previously defined method and not produce any errors due to limitations of Python programming language. In such cases you will find that indicators
+    created in earlier-defined methods are not available in the dataframe. Carefully review method names and make sure they are unique!
 
 ## Additional data (Wallets)
 

freqtrade/commands/hyperopt_commands.py

@@ -53,7 +53,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
 
     if epochs and export_csv:
         HyperoptTools.export_csv_file(
-            config, epochs, total_epochs, not config.get('hyperopt_list_best', False), export_csv
+            config, epochs, export_csv
         )
 
 

freqtrade/edge/edge_positioning.py

@@ -119,7 +119,7 @@ class Edge:
             )
             # Download informative pairs too
             res = defaultdict(list)
-            for p, t in self.strategy.informative_pairs():
+            for p, t in self.strategy.gather_informative_pairs():
                 res[t].append(p)
             for timeframe, inf_pairs in res.items():
                 timerange_startup = deepcopy(self._timerange)

freqtrade/exchange/bibox.py

@@ -20,4 +20,7 @@ class Bibox(Exchange):
 
     # fetchCurrencies API point requires authentication for Bibox,
     # so switch it off for Freqtrade load_markets()
-    _ccxt_config: Dict = {"has": {"fetchCurrencies": False}}
+    @property
+    def _ccxt_config(self) -> Dict:
+        # Parameters to add directly to ccxt sync/async initialization.
+        return {"has": {"fetchCurrencies": False}}

freqtrade/exchange/binance.py

@@ -1,10 +1,13 @@
 """ Binance exchange subclass """
+import json
 import logging
-from typing import Dict, List
+from pathlib import Path
+from typing import Dict, List, Optional, Tuple
 
 import arrow
 import ccxt
 
+from freqtrade.enums import Collateral, TradingMode
 from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
                                   OperationalException, TemporaryError)
 from freqtrade.exchange import Exchange
@@ -26,36 +29,74 @@ class Binance(Exchange):
         "l2_limit_range": [5, 10, 20, 50, 100, 500, 1000],
     }
 
-    def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
+    _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
+        # TradingMode.SPOT always supported and not required in this list
+        # (TradingMode.MARGIN, Collateral.CROSS),  # TODO-lev: Uncomment once supported
+        # (TradingMode.FUTURES, Collateral.CROSS),  # TODO-lev: Uncomment once supported
+        # (TradingMode.FUTURES, Collateral.ISOLATED) # TODO-lev: Uncomment once supported
+    ]
+
+    @property
+    def _ccxt_config(self) -> Dict:
+        # Parameters to add directly to ccxt sync/async initialization.
+        if self.trading_mode == TradingMode.MARGIN:
+            return {
+                "options": {
+                    "defaultType": "margin"
+                }
+            }
+        elif self.trading_mode == TradingMode.FUTURES:
+            return {
+                "options": {
+                    "defaultType": "future"
+                }
+            }
+        else:
+            return {}
+
+    def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
         """
         Verify stop_loss against stoploss-order value (limit or price)
         Returns True if adjustment is necessary.
+        :param side: "buy" or "sell"
         """
-        return order['type'] == 'stop_loss_limit' and stop_loss > float(order['info']['stopPrice'])
+
+        return order['type'] == 'stop_loss_limit' and (
+            (side == "sell" and stop_loss > float(order['info']['stopPrice'])) or
+            (side == "buy" and stop_loss < float(order['info']['stopPrice']))
+        )
 
     @retrier(retries=0)
-    def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
+    def stoploss(self, pair: str, amount: float, stop_price: float,
+                 order_types: Dict, side: str, leverage: float) -> Dict:
         """
         creates a stoploss limit order.
         this stoploss-limit is binance-specific.
         It may work with a limited number of other exchanges, but this has not been tested yet.
+        :param side: "buy" or "sell"
         """
         # Limit price threshold: As limit price should always be below stop-price
         limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
+        if side == "sell":
+            # TODO: Name limit_rate in other exchange subclasses
             rate = stop_price * limit_price_pct
+        else:
+            rate = stop_price * (2 - limit_price_pct)
 
         ordertype = "stop_loss_limit"
 
         stop_price = self.price_to_precision(pair, stop_price)
 
+        bad_stop_price = (stop_price <= rate) if side == "sell" else (stop_price >= rate)
+
         # Ensure rate is less than stop price
-        if stop_price <= rate:
+        if bad_stop_price:
             raise OperationalException(
-                'In stoploss limit order, stop price should be more than limit price')
+                'In stoploss limit order, stop price should be better than limit price')
 
         if self._config['dry_run']:
             dry_order = self.create_dry_run_order(
-                pair, ordertype, "sell", amount, stop_price)
+                pair, ordertype, side, amount, stop_price, leverage)
             return dry_order
 
         try:
@@ -66,7 +107,8 @@ class Binance(Exchange):
 
             rate = self.price_to_precision(pair, rate)
 
-            order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
+            self._lev_prep(pair, leverage)
+            order = self._api.create_order(symbol=pair, type=ordertype, side=side,
                                            amount=amount, price=rate, params=params)
             logger.info('stoploss limit order added for %s. '
                         'stop price: %s. limit: %s', pair, stop_price, rate)
@@ -74,21 +116,96 @@ class Binance(Exchange):
             return order
         except ccxt.InsufficientFunds as e:
             raise InsufficientFundsError(
-                f'Insufficient funds to create {ordertype} sell order on market {pair}. '
+                f'Insufficient funds to create {ordertype} {side} order on market {pair}. '
-                f'Tried to sell amount {amount} at rate {rate}. '
+                f'Tried to {side} amount {amount} at rate {rate}. '
                 f'Message: {e}') from e
         except ccxt.InvalidOrder as e:
             # Errors:
             # `binance Order would trigger immediately.`
             raise InvalidOrderException(
-                f'Could not create {ordertype} sell order on market {pair}. '
+                f'Could not create {ordertype} {side} order on market {pair}. '
-                f'Tried to sell amount {amount} at rate {rate}. '
+                f'Tried to {side} amount {amount} at rate {rate}. '
                 f'Message: {e}') from e
         except ccxt.DDoSProtection as e:
             raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
-                f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
+                f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+    @retrier
+    def fill_leverage_brackets(self):
+        """
+            Assigns property _leverage_brackets to a dictionary of information about the leverage
+            allowed on each pair
+        """
+        if self.trading_mode == TradingMode.FUTURES:
+            try:
+                if self._config['dry_run']:
+                    leverage_brackets_path = (
+                        Path(__file__).parent / 'binance_leverage_brackets.json'
+                    )
+                    with open(leverage_brackets_path) as json_file:
+                        leverage_brackets = json.load(json_file)
+                else:
+                    leverage_brackets = self._api.load_leverage_brackets()
+
+                for pair, brackets in leverage_brackets.items():
+                    self._leverage_brackets[pair] = [
+                        [
+                            min_amount,
+                            float(margin_req)
+                        ] for [
+                            min_amount,
+                            margin_req
+                        ] in brackets
+                    ]
+
+            except ccxt.DDoSProtection as e:
+                raise DDosProtection(e) from e
+            except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+                raise TemporaryError(f'Could not fetch leverage amounts due to'
+                                     f'{e.__class__.__name__}. Message: {e}') from e
+            except ccxt.BaseError as e:
+                raise OperationalException(e) from e
+
+    def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float:
+        """
+            Returns the maximum leverage that a pair can be traded at
+            :param pair: The base/quote currency pair being traded
+            :nominal_value: The total value of the trade in quote currency (collateral + debt)
+        """
+        pair_brackets = self._leverage_brackets[pair]
+        max_lev = 1.0
+        for [min_amount, margin_req] in pair_brackets:
+            if nominal_value >= min_amount:
+                max_lev = 1/margin_req
+        return max_lev
+
+    @ retrier
+    def _set_leverage(
+        self,
+        leverage: float,
+        pair: Optional[str] = None,
+        trading_mode: Optional[TradingMode] = None
+    ):
+        """
+            Set's the leverage before making a trade, in order to not
+            have the same leverage on every trade
+        """
+        trading_mode = trading_mode or self.trading_mode
+
+        if self._config['dry_run'] or trading_mode != TradingMode.FUTURES:
+            return
+
+        try:
+            self._api.set_leverage(symbol=pair, leverage=leverage)
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not set leverage due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 

freqtrade/exchange/exchange.py

@@ -22,6 +22,7 @@ from pandas import DataFrame
 from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES,
                                  ListPairsWithTimeframes)
 from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
+from freqtrade.enums import Collateral, TradingMode
 from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, OperationalException, PricingError,
                                   RetryableOrderError, TemporaryError)
@@ -48,9 +49,6 @@ class Exchange:
 
     _config: Dict = {}
 
-    # Parameters to add directly to ccxt sync/async initialization.
-    _ccxt_config: Dict = {}
-
     # Parameters to add directly to buy/sell calls (like agreeing to trading agreement)
     _params: Dict = {}
 
@@ -74,6 +72,10 @@ class Exchange:
     }
     _ft_has: Dict = {}
 
+    _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
+        # TradingMode.SPOT always supported and not required in this list
+    ]
+
     def __init__(self, config: Dict[str, Any], validate: bool = True) -> None:
         """
         Initializes this module with the given config,
@@ -83,6 +85,7 @@ class Exchange:
         self._api: ccxt.Exchange = None
         self._api_async: ccxt_async.Exchange = None
         self._markets: Dict = {}
+        self._leverage_brackets: Dict = {}
 
         self._config.update(config)
 
@@ -125,14 +128,25 @@ class Exchange:
         self._trades_pagination = self._ft_has['trades_pagination']
         self._trades_pagination_arg = self._ft_has['trades_pagination_arg']
 
+        self.trading_mode: TradingMode = (
+            TradingMode(config.get('trading_mode'))
+            if config.get('trading_mode')
+            else TradingMode.SPOT
+        )
+        self.collateral: Optional[Collateral] = (
+            Collateral(config.get('collateral'))
+            if config.get('collateral')
+            else None
+        )
+
         # Initialize ccxt objects
-        ccxt_config = self._ccxt_config.copy()
+        ccxt_config = self._ccxt_config
         ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}), ccxt_config)
         ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_sync_config', {}), ccxt_config)
 
         self._api = self._init_ccxt(exchange_config, ccxt_kwargs=ccxt_config)
 
-        ccxt_async_config = self._ccxt_config.copy()
+        ccxt_async_config = self._ccxt_config
         ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}),
                                              ccxt_async_config)
         ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_async_config', {}),
@@ -140,6 +154,9 @@ class Exchange:
         self._api_async = self._init_ccxt(
             exchange_config, ccxt_async, ccxt_kwargs=ccxt_async_config)
 
+        if self.trading_mode != TradingMode.SPOT:
+            self.fill_leverage_brackets()
+
         logger.info('Using Exchange "%s"', self.name)
 
         if validate:
@@ -157,7 +174,7 @@ class Exchange:
             self.validate_order_time_in_force(config.get('order_time_in_force', {}))
             self.validate_required_startup_candles(config.get('startup_candle_count', 0),
                                                    config.get('timeframe', ''))
-
+            self.validate_trading_mode_and_collateral(self.trading_mode, self.collateral)
         # Converts the interval provided in minutes in config to seconds
         self.markets_refresh_interval: int = exchange_config.get(
             "markets_refresh_interval", 60) * 60
@@ -190,6 +207,7 @@ class Exchange:
             'secret': exchange_config.get('secret'),
             'password': exchange_config.get('password'),
             'uid': exchange_config.get('uid', ''),
+            # 'options': exchange_config.get('options', {})
         }
         if ccxt_kwargs:
             logger.info('Applying additional ccxt config: %s', ccxt_kwargs)
@@ -210,6 +228,11 @@ class Exchange:
 
         return api
 
+    @property
+    def _ccxt_config(self) -> Dict:
+        # Parameters to add directly to ccxt sync/async initialization.
+        return {}
+
     @property
     def name(self) -> str:
         """exchange Name (from ccxt)"""
@@ -355,6 +378,7 @@ class Exchange:
             # Also reload async markets to avoid issues with newly listed pairs
             self._load_async_markets(reload=True)
             self._last_markets_refresh = arrow.utcnow().int_timestamp
+            self.fill_leverage_brackets()
         except ccxt.BaseError:
             logger.exception("Could not reload markets.")
 
@@ -482,6 +506,25 @@ class Exchange:
                 f"This strategy requires {startup_candles} candles to start. "
                 f"{self.name} only provides {candle_limit} for {timeframe}.")
 
+    def validate_trading_mode_and_collateral(
+        self,
+        trading_mode: TradingMode,
+        collateral: Optional[Collateral]  # Only None when trading_mode = TradingMode.SPOT
+    ):
+        """
+            Checks if freqtrade can perform trades using the configured
+            trading mode(Margin, Futures) and Collateral(Cross, Isolated)
+            Throws OperationalException:
+                If the trading_mode/collateral type are not supported by freqtrade on this exchange
+        """
+        if trading_mode != TradingMode.SPOT and (
+            (trading_mode, collateral) not in self._supported_trading_mode_collateral_pairs
+        ):
+            collateral_value = collateral and collateral.value
+            raise OperationalException(
+                f"Freqtrade does not support {collateral_value} {trading_mode.value} on {self.name}"
+            )
+
     def exchange_has(self, endpoint: str) -> bool:
         """
         Checks if exchange implements a specific API endpoint.
@@ -541,8 +584,8 @@ class Exchange:
         else:
             return 1 / pow(10, precision)
 
-    def get_min_pair_stake_amount(self, pair: str, price: float,
+    def get_min_pair_stake_amount(self, pair: str, price: float, stoploss: float,
-                                  stoploss: float) -> Optional[float]:
+                                  leverage: Optional[float] = 1.0) -> Optional[float]:
         try:
             market = self.markets[pair]
         except KeyError:
@@ -576,12 +619,24 @@ class Exchange:
         # The value returned should satisfy both limits: for amount (base currency) and
         # for cost (quote, stake currency), so max() is used here.
         # See also #2575 at github.
-        return max(min_stake_amounts) * amount_reserve_percent
+        return self._get_stake_amount_considering_leverage(
+            max(min_stake_amounts) * amount_reserve_percent,
+            leverage or 1.0
+        )
+
+    def _get_stake_amount_considering_leverage(self, stake_amount: float, leverage: float):
+        """
+        Takes the minimum stake amount for a pair with no leverage and returns the minimum
+        stake amount when leverage is considered
+        :param stake_amount: The stake amount for a pair before leverage is considered
+        :param leverage: The amount of leverage being used on the current trade
+        """
+        return stake_amount / leverage
 
     # Dry-run methods
 
     def create_dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
-                             rate: float, params: Dict = {}) -> Dict[str, Any]:
+                             rate: float, leverage: float, params: Dict = {}) -> Dict[str, Any]:
         order_id = f'dry_run_{side}_{datetime.now().timestamp()}'
         _amount = self.amount_to_precision(pair, amount)
         dry_order: Dict[str, Any] = {
@@ -598,7 +653,8 @@ class Exchange:
             'timestamp': arrow.utcnow().int_timestamp * 1000,
             'status': "closed" if ordertype == "market" else "open",
             'fee': None,
-            'info': {}
+            'info': {},
+            'leverage': leverage
         }
         if dry_order["type"] in ["stop_loss_limit", "stop-loss-limit"]:
             dry_order["info"] = {"stopPrice": dry_order["price"]}
@@ -608,7 +664,7 @@ class Exchange:
             average = self.get_dry_market_fill_price(pair, side, amount, rate)
             dry_order.update({
                 'average': average,
-                'cost': dry_order['amount'] * average,
+                'cost': (dry_order['amount'] * average) / leverage
             })
             dry_order = self.add_dry_order_fee(pair, dry_order)
 
@@ -716,17 +772,26 @@ class Exchange:
 
     # Order handling
 
-    def create_order(self, pair: str, ordertype: str, side: str, amount: float,
+    def _lev_prep(self, pair: str, leverage: float):
-                     rate: float, time_in_force: str = 'gtc') -> Dict:
+        if self.trading_mode != TradingMode.SPOT:
-
+            self.set_margin_mode(pair, self.collateral)
-        if self._config['dry_run']:
+            self._set_leverage(leverage, pair)
-            dry_order = self.create_dry_run_order(pair, ordertype, side, amount, rate)
-            return dry_order
 
+    def _get_params(self, ordertype: str, leverage: float, time_in_force: str = 'gtc') -> Dict:
         params = self._params.copy()
         if time_in_force != 'gtc' and ordertype != 'market':
             param = self._ft_has.get('time_in_force_parameter', '')
             params.update({param: time_in_force})
+        return params
+
+    def create_order(self, pair: str, ordertype: str, side: str, amount: float,
+                     rate: float, leverage: float = 1.0, time_in_force: str = 'gtc') -> Dict:
+        # TODO-lev: remove default for leverage
+        if self._config['dry_run']:
+            dry_order = self.create_dry_run_order(pair, ordertype, side, amount, rate, leverage)
+            return dry_order
+
+        params = self._get_params(ordertype, leverage, time_in_force)
 
         try:
             # Set the precision for amount and price(rate) as accepted by the exchange
@@ -735,6 +800,7 @@ class Exchange:
                            or self._api.options.get("createMarketBuyOrderRequiresPrice", False))
             rate_for_order = self.price_to_precision(pair, rate) if needs_price else None
 
+            self._lev_prep(pair, leverage)
             order = self._api.create_order(pair, ordertype, side,
                                            amount, rate_for_order, params)
             self._log_exchange_response('create_order', order)
@@ -758,14 +824,15 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
+    def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
         """
         Verify stop_loss against stoploss-order value (limit or price)
         Returns True if adjustment is necessary.
         """
         raise OperationalException(f"stoploss is not implemented for {self.name}.")
 
-    def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
+    def stoploss(self, pair: str, amount: float, stop_price: float,
+                 order_types: Dict, side: str, leverage: float) -> Dict:
         """
         creates a stoploss order.
         The precise ordertype is determined by the order_types dict or exchange default.
@@ -1528,6 +1595,69 @@ class Exchange:
             self._async_get_trade_history(pair=pair, since=since,
                                           until=until, from_id=from_id))
 
+    def fill_leverage_brackets(self):
+        """
+            # TODO-lev: Should maybe be renamed, leverage_brackets might not be accurate for kraken
+            Assigns property _leverage_brackets to a dictionary of information about the leverage
+            allowed on each pair
+        """
+        return
+
+    def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float:
+        """
+            Returns the maximum leverage that a pair can be traded at
+            :param pair: The base/quote currency pair being traded
+            :nominal_value: The total value of the trade in quote currency (collateral + debt)
+        """
+        return 1.0
+
+    @retrier
+    def _set_leverage(
+        self,
+        leverage: float,
+        pair: Optional[str] = None,
+        trading_mode: Optional[TradingMode] = None
+    ):
+        """
+            Set's the leverage before making a trade, in order to not
+            have the same leverage on every trade
+        """
+        # TODO-lev: Make a documentation page that says you can't run 2 bots
+        # TODO-lev: on the same account with leverage
+        if self._config['dry_run'] or not self.exchange_has("setLeverage"):
+            # Some exchanges only support one collateral type
+            return
+
+        try:
+            self._api.set_leverage(symbol=pair, leverage=leverage)
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not set leverage due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+    @retrier
+    def set_margin_mode(self, pair: str, collateral: Collateral, params: dict = {}):
+        '''
+            Set's the margin mode on the exchange to cross or isolated for a specific pair
+            :param symbol: base/quote currency pair (e.g. "ADA/USDT")
+        '''
+        if self._config['dry_run'] or not self.exchange_has("setMarginMode"):
+            # Some exchanges only support one collateral type
+            return
+
+        try:
+            self._api.set_margin_mode(pair, collateral.value, params)
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not set margin mode due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
 
 def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool:
     return exchange_name in ccxt_exchanges(ccxt_module)

freqtrade/exchange/ftx.py

@@ -1,9 +1,10 @@
 """ FTX exchange subclass """
 import logging
-from typing import Any, Dict
+from typing import Any, Dict, List, Optional, Tuple
 
 import ccxt
 
+from freqtrade.enums import Collateral, TradingMode
 from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
                                   OperationalException, TemporaryError)
 from freqtrade.exchange import Exchange
@@ -21,6 +22,12 @@ class Ftx(Exchange):
         "ohlcv_candle_limit": 1500,
     }
 
+    _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
+        # TradingMode.SPOT always supported and not required in this list
+        # (TradingMode.MARGIN, Collateral.CROSS),  # TODO-lev: Uncomment once supported
+        # (TradingMode.FUTURES, Collateral.CROSS)  # TODO-lev: Uncomment once supported
+    ]
+
     def market_is_tradable(self, market: Dict[str, Any]) -> bool:
         """
         Check if the market symbol is tradable by Freqtrade.
@@ -31,15 +38,19 @@ class Ftx(Exchange):
         return (parent_check and
                 market.get('spot', False) is True)
 
-    def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
+    def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
         """
         Verify stop_loss against stoploss-order value (limit or price)
         Returns True if adjustment is necessary.
         """
-        return order['type'] == 'stop' and stop_loss > float(order['price'])
+        return order['type'] == 'stop' and (
+            side == "sell" and stop_loss > float(order['price']) or
+            side == "buy" and stop_loss < float(order['price'])
+        )
 
     @retrier(retries=0)
-    def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
+    def stoploss(self, pair: str, amount: float, stop_price: float,
+                 order_types: Dict, side: str, leverage: float) -> Dict:
         """
         Creates a stoploss order.
         depending on order_types.stoploss configuration, uses 'market' or limit order.
@@ -47,7 +58,10 @@ class Ftx(Exchange):
         Limit orders are defined by having orderPrice set, otherwise a market order is used.
         """
         limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
+        if side == "sell":
             limit_rate = stop_price * limit_price_pct
+        else:
+            limit_rate = stop_price * (2 - limit_price_pct)
 
         ordertype = "stop"
 
@@ -55,7 +69,7 @@ class Ftx(Exchange):
 
         if self._config['dry_run']:
             dry_order = self.create_dry_run_order(
-                pair, ordertype, "sell", amount, stop_price)
+                pair, ordertype, side, amount, stop_price, leverage)
             return dry_order
 
         try:
@@ -67,7 +81,8 @@ class Ftx(Exchange):
             params['stopPrice'] = stop_price
             amount = self.amount_to_precision(pair, amount)
 
-            order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
+            self._lev_prep(pair, leverage)
+            order = self._api.create_order(symbol=pair, type=ordertype, side=side,
                                            amount=amount, params=params)
             self._log_exchange_response('create_stoploss_order', order)
             logger.info('stoploss order added for %s. '
@@ -75,19 +90,19 @@ class Ftx(Exchange):
             return order
         except ccxt.InsufficientFunds as e:
             raise InsufficientFundsError(
-                f'Insufficient funds to create {ordertype} sell order on market {pair}. '
+                f'Insufficient funds to create {ordertype} {side} order on market {pair}. '
                 f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
                 f'Message: {e}') from e
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
-                f'Could not create {ordertype} sell order on market {pair}. '
+                f'Could not create {ordertype} {side} order on market {pair}. '
                 f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
                 f'Message: {e}') from e
         except ccxt.DDoSProtection as e:
             raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
-                f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
+                f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
@@ -152,3 +167,18 @@ class Ftx(Exchange):
         if order['type'] == 'stop':
             return safe_value_fallback2(order, order, 'id_stop', 'id')
         return order['id']
+
+    def fill_leverage_brackets(self):
+        """
+            FTX leverage is static across the account, and doesn't change from pair to pair,
+            so _leverage_brackets doesn't need to be set
+        """
+        return
+
+    def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float:
+        """
+            Returns the maximum leverage that a pair can be traded at, which is always 20 on ftx
+            :param pair: Here for super method, not used on FTX
+            :nominal_value: Here for super method, not used on FTX
+        """
+        return 20.0

freqtrade/exchange/kraken.py

@@ -1,9 +1,10 @@
 """ Kraken exchange subclass """
 import logging
-from typing import Any, Dict
+from typing import Any, Dict, List, Optional, Tuple
 
 import ccxt
 
+from freqtrade.enums import Collateral, TradingMode
 from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
                                   OperationalException, TemporaryError)
 from freqtrade.exchange import Exchange
@@ -23,6 +24,12 @@ class Kraken(Exchange):
         "trades_pagination_arg": "since",
     }
 
+    _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
+        # TradingMode.SPOT always supported and not required in this list
+        # (TradingMode.MARGIN, Collateral.CROSS),  # TODO-lev: Uncomment once supported
+        # (TradingMode.FUTURES, Collateral.CROSS)  # TODO-lev: No CCXT support
+    ]
+
     def market_is_tradable(self, market: Dict[str, Any]) -> bool:
         """
         Check if the market symbol is tradable by Freqtrade.
@@ -67,16 +74,19 @@ class Kraken(Exchange):
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
+    def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
         """
         Verify stop_loss against stoploss-order value (limit or price)
         Returns True if adjustment is necessary.
         """
-        return (order['type'] in ('stop-loss', 'stop-loss-limit')
+        return (order['type'] in ('stop-loss', 'stop-loss-limit') and (
-                and stop_loss > float(order['price']))
+                (side == "sell" and stop_loss > float(order['price'])) or
+                (side == "buy" and stop_loss < float(order['price']))
+                ))
 
     @retrier(retries=0)
-    def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
+    def stoploss(self, pair: str, amount: float, stop_price: float,
+                 order_types: Dict, side: str, leverage: float) -> Dict:
         """
         Creates a stoploss market order.
         Stoploss market orders is the only stoploss type supported by kraken.
@@ -86,7 +96,10 @@ class Kraken(Exchange):
         if order_types.get('stoploss', 'market') == 'limit':
             ordertype = "stop-loss-limit"
             limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
+            if side == "sell":
                 limit_rate = stop_price * limit_price_pct
+            else:
+                limit_rate = stop_price * (2 - limit_price_pct)
             params['price2'] = self.price_to_precision(pair, limit_rate)
         else:
             ordertype = "stop-loss"
@@ -95,13 +108,13 @@ class Kraken(Exchange):
 
         if self._config['dry_run']:
             dry_order = self.create_dry_run_order(
-                pair, ordertype, "sell", amount, stop_price)
+                pair, ordertype, side, amount, stop_price, leverage)
             return dry_order
 
         try:
             amount = self.amount_to_precision(pair, amount)
 
-            order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
+            order = self._api.create_order(symbol=pair, type=ordertype, side=side,
                                            amount=amount, price=stop_price, params=params)
             self._log_exchange_response('create_stoploss_order', order)
             logger.info('stoploss order added for %s. '
@@ -109,18 +122,70 @@ class Kraken(Exchange):
             return order
         except ccxt.InsufficientFunds as e:
             raise InsufficientFundsError(
-                f'Insufficient funds to create {ordertype} sell order on market {pair}. '
+                f'Insufficient funds to create {ordertype} {side} order on market {pair}. '
                 f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
                 f'Message: {e}') from e
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
-                f'Could not create {ordertype} sell order on market {pair}. '
+                f'Could not create {ordertype} {side} order on market {pair}. '
                 f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
                 f'Message: {e}') from e
         except ccxt.DDoSProtection as e:
             raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
-                f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
+                f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
+
+    def fill_leverage_brackets(self):
+        """
+            Assigns property _leverage_brackets to a dictionary of information about the leverage
+            allowed on each pair
+        """
+        leverages = {}
+
+        for pair, market in self.markets.items():
+            leverages[pair] = [1]
+            info = market['info']
+            leverage_buy = info.get('leverage_buy', [])
+            leverage_sell = info.get('leverage_sell', [])
+            if len(leverage_buy) > 0 or len(leverage_sell) > 0:
+                if leverage_buy != leverage_sell:
+                    logger.warning(
+                        f"The buy({leverage_buy}) and sell({leverage_sell}) leverage are not equal"
+                        "for {pair}. Please notify freqtrade because this has never happened before"
+                    )
+                    if max(leverage_buy) <= max(leverage_sell):
+                        leverages[pair] += [int(lev) for lev in leverage_buy]
+                    else:
+                        leverages[pair] += [int(lev) for lev in leverage_sell]
+                else:
+                    leverages[pair] += [int(lev) for lev in leverage_buy]
+        self._leverage_brackets = leverages
+
+    def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float:
+        """
+            Returns the maximum leverage that a pair can be traded at
+            :param pair: The base/quote currency pair being traded
+            :nominal_value: Here for super class, not needed on Kraken
+        """
+        return float(max(self._leverage_brackets[pair]))
+
+    def _set_leverage(
+        self,
+        leverage: float,
+        pair: Optional[str] = None,
+        trading_mode: Optional[TradingMode] = None
+    ):
+        """
+            Kraken set's the leverage as an option in the order object, so we need to
+            add it to params
+        """
+        return
+
+    def _get_params(self, ordertype: str, leverage: float, time_in_force: str = 'gtc') -> Dict:
+        params = super()._get_params(ordertype, leverage, time_in_force)
+        if leverage > 1.0:
+            params['leverage'] = leverage
+        return params

freqtrade/freqtradebot.py

@@ -85,10 +85,10 @@ class FreqtradeBot(LoggingMixin):
 
         self.dataprovider = DataProvider(self.config, self.exchange, self.pairlists)
 
-        # Attach Dataprovider to Strategy baseclass
+        # Attach Dataprovider to strategy instance
-        IStrategy.dp = self.dataprovider
+        self.strategy.dp = self.dataprovider
-        # Attach Wallets to Strategy baseclass
+        # Attach Wallets to strategy instance
-        IStrategy.wallets = self.wallets
+        self.strategy.wallets = self.wallets
 
         # Initializing Edge only if enabled
         self.edge = Edge(self.config, self.exchange, self.strategy) if \
@@ -162,7 +162,7 @@ class FreqtradeBot(LoggingMixin):
 
         # Refreshing candles
         self.dataprovider.refresh(self.pairlists.create_pair_list(self.active_pair_whitelist),
-                                  self.strategy.informative_pairs())
+                                  self.strategy.gather_informative_pairs())
 
         strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
 
@@ -735,9 +735,14 @@ class FreqtradeBot(LoggingMixin):
         :return: True if the order succeeded, and False in case of problems.
         """
         try:
-            stoploss_order = self.exchange.stoploss(pair=trade.pair, amount=trade.amount,
+            stoploss_order = self.exchange.stoploss(
+                pair=trade.pair,
+                amount=trade.amount,
                 stop_price=stop_price,
-                                                    order_types=self.strategy.order_types)
+                order_types=self.strategy.order_types,
+                side=trade.exit_side,
+                leverage=trade.leverage
+            )
 
             order_obj = Order.parse_from_ccxt_object(stoploss_order, trade.pair, 'stoploss')
             trade.orders.append(order_obj)
@@ -829,11 +834,11 @@ class FreqtradeBot(LoggingMixin):
             # if trailing stoploss is enabled we check if stoploss value has changed
             # in which case we cancel stoploss order and put another one with new
             # value immediately
-            self.handle_trailing_stoploss_on_exchange(trade, stoploss_order)
+            self.handle_trailing_stoploss_on_exchange(trade, stoploss_order, side=trade.exit_side)
 
         return False
 
-    def handle_trailing_stoploss_on_exchange(self, trade: Trade, order: dict) -> None:
+    def handle_trailing_stoploss_on_exchange(self, trade: Trade, order: dict, side: str) -> None:
         """
         Check to see if stoploss on exchange should be updated
         in case of trailing stoploss on exchange
@@ -841,7 +846,7 @@ class FreqtradeBot(LoggingMixin):
         :param order: Current on exchange stoploss order
         :return: None
         """
-        if self.exchange.stoploss_adjust(trade.stop_loss, order):
+        if self.exchange.stoploss_adjust(trade.stop_loss, order, side):
             # we check if the update is necessary
             update_beat = self.strategy.order_types.get('stoploss_on_exchange_interval', 60)
             if (datetime.utcnow() - trade.stoploss_last_update).total_seconds() >= update_beat:

freqtrade/leverage/interest.py

@@ -20,7 +20,7 @@ def interest(
 
         :param exchange_name: The exchanged being trading on
         :param borrowed: The amount of currency being borrowed
-        :param rate: The rate of interest
+        :param rate: The rate of interest (i.e daily interest rate)
         :param hours: The time in hours that the currency has been borrowed for
 
         Raises:
@@ -36,7 +36,8 @@ def interest(
         # Rounded based on https://kraken-fees-calculator.github.io/
         return borrowed * rate * (one+ceil(hours/four))
     elif exchange_name == "ftx":
-        # TODO-lev: Add FTX interest formula
+        # As Explained under #Interest rates section in
-        raise OperationalException(f"Leverage not available on {exchange_name} with freqtrade")
+        # https://help.ftx.com/hc/en-us/articles/360053007671-Spot-Margin-Trading-Explainer
+        return borrowed * rate * ceil(hours)/twenty_four
     else:
         raise OperationalException(f"Leverage not available on {exchange_name} with freqtrade")

freqtrade/optimize/backtesting.py

@@ -157,7 +157,7 @@ class Backtesting:
         self.strategy: IStrategy = strategy
         strategy.dp = self.dataprovider
         # Attach Wallets to Strategy baseclass
-        IStrategy.wallets = self.wallets
+        strategy.wallets = self.wallets
         # Set stoploss_on_exchange to false for backtesting,
         # since a "perfect" stoploss-sell is assumed anyway
         # And the regular "stoploss" function would not apply to that case

freqtrade/optimize/edge_cli.py

@@ -8,6 +8,7 @@ from typing import Any, Dict
 
 from freqtrade import constants
 from freqtrade.configuration import TimeRange, validate_config_consistency
+from freqtrade.data.dataprovider import DataProvider
 from freqtrade.edge import Edge
 from freqtrade.optimize.optimize_reports import generate_edge_table
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
@@ -33,6 +34,7 @@ class EdgeCli:
         self.config['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
         self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
         self.strategy = StrategyResolver.load_strategy(self.config)
+        self.strategy.dp = DataProvider(config, None)
 
         validate_config_consistency(self.config)
 

freqtrade/optimize/hyperopt_tools.py

@@ -7,6 +7,7 @@ from pathlib import Path
 from typing import Any, Dict, Iterator, List, Optional, Tuple
 
 import numpy as np
+import pandas as pd
 import rapidjson
 import tabulate
 from colorama import Fore, Style
@@ -298,8 +299,8 @@ class HyperoptTools():
                 f"Objective: {results['loss']:.5f}")
 
     @staticmethod
-    def prepare_trials_columns(trials, legacy_mode: bool, has_drawdown: bool) -> str:
+    def prepare_trials_columns(trials: pd.DataFrame, legacy_mode: bool,
-
+                               has_drawdown: bool) -> pd.DataFrame:
         trials['Best'] = ''
 
         if 'results_metrics.winsdrawslosses' not in trials.columns:
@@ -435,8 +436,7 @@ class HyperoptTools():
         return table
 
     @staticmethod
-    def export_csv_file(config: dict, results: list, total_epochs: int, highlight_best: bool,
+    def export_csv_file(config: dict, results: list, csv_file: str) -> None:
-                        csv_file: str) -> None:
         """
         Log result to csv-file
         """

freqtrade/persistence/models.py

@@ -2,7 +2,7 @@
 This module contains the class to persist trades into SQLite
 """
 import logging
-from datetime import datetime, timezone
+from datetime import datetime, timedelta, timezone
 from decimal import Decimal
 from typing import Any, Dict, List, Optional
 
@@ -1026,17 +1026,21 @@ class Trade(_DECL_BASE, LocalTrade):
         return total_open_stake_amount or 0
 
     @staticmethod
-    def get_overall_performance() -> List[Dict[str, Any]]:
+    def get_overall_performance(minutes=None) -> List[Dict[str, Any]]:
         """
         Returns List of dicts containing all Trades, including profit and trade count
         NOTE: Not supported in Backtesting.
         """
+        filters = [Trade.is_open.is_(False)]
+        if minutes:
+            start_date = datetime.now(timezone.utc) - timedelta(minutes=minutes)
+            filters.append(Trade.close_date >= start_date)
         pair_rates = Trade.query.with_entities(
             Trade.pair,
             func.sum(Trade.close_profit).label('profit_sum'),
             func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
             func.count(Trade.pair).label('count')
-        ).filter(Trade.is_open.is_(False))\
+        ).filter(*filters)\
             .group_by(Trade.pair) \
             .order_by(desc('profit_sum_abs')) \
             .all()

freqtrade/plugins/pairlist/PerformanceFilter.py

@@ -2,7 +2,7 @@
 Performance pair list filter
 """
 import logging
-from typing import Dict, List
+from typing import Any, Dict, List
 
 import pandas as pd
 
@@ -15,6 +15,13 @@ logger = logging.getLogger(__name__)
 
 class PerformanceFilter(IPairList):
 
+    def __init__(self, exchange, pairlistmanager,
+                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 pairlist_pos: int) -> None:
+        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+
+        self._minutes = pairlistconfig.get('minutes', 0)
+
     @property
     def needstickers(self) -> bool:
         """
@@ -40,7 +47,7 @@ class PerformanceFilter(IPairList):
         """
         # Get the trading performance for pairs from database
         try:
-            performance = pd.DataFrame(Trade.get_overall_performance())
+            performance = pd.DataFrame(Trade.get_overall_performance(self._minutes))
         except AttributeError:
             # Performancefilter does not work in backtesting.
             self.log_once("PerformanceFilter is not available in this mode.", logger.warning)

freqtrade/rpc/api_server/api_schemas.py

@@ -46,6 +46,12 @@ class Balances(BaseModel):
     value: float
     stake: str
     note: str
+    starting_capital: float
+    starting_capital_ratio: float
+    starting_capital_pct: float
+    starting_capital_fiat: float
+    starting_capital_fiat_ratio: float
+    starting_capital_fiat_pct: float
 
 
 class Count(BaseModel):

freqtrade/rpc/rpc.py

@@ -459,6 +459,9 @@ class RPC:
             raise RPCException('Error getting current tickers.')
 
         self._freqtrade.wallets.update(require_update=False)
+        starting_capital = self._freqtrade.wallets.get_starting_balance()
+        starting_cap_fiat = self._fiat_converter.convert_amount(
+            starting_capital, stake_currency, fiat_display_currency) if self._fiat_converter else 0
 
         for coin, balance in self._freqtrade.wallets.get_all_balances().items():
             if not balance.total:
@@ -494,15 +497,25 @@ class RPC:
             else:
                 raise RPCException('All balances are zero.')
 
-        symbol = fiat_display_currency
+        value = self._fiat_converter.convert_amount(
-        value = self._fiat_converter.convert_amount(total, stake_currency,
+            total, stake_currency, fiat_display_currency) if self._fiat_converter else 0
-                                                    symbol) if self._fiat_converter else 0
+
+        starting_capital_ratio = 0.0
+        starting_capital_ratio = (total / starting_capital) - 1 if starting_capital else 0.0
+        starting_cap_fiat_ratio = (value / starting_cap_fiat) - 1 if starting_cap_fiat else 0.0
+
         return {
             'currencies': output,
             'total': total,
-            'symbol': symbol,
+            'symbol': fiat_display_currency,
             'value': value,
             'stake': stake_currency,
+            'starting_capital': starting_capital,
+            'starting_capital_ratio': starting_capital_ratio,
+            'starting_capital_pct': round(starting_capital_ratio * 100, 2),
+            'starting_capital_fiat': starting_cap_fiat,
+            'starting_capital_fiat_ratio': starting_cap_fiat_ratio,
+            'starting_capital_fiat_pct': round(starting_cap_fiat_ratio * 100, 2),
             'note': 'Simulated balances' if self._freqtrade.config['dry_run'] else ''
         }
 

freqtrade/rpc/telegram.py

@@ -603,12 +603,15 @@ class Telegram(RPCHandler):
 
             output = ''
             if self._config['dry_run']:
-                output += (
+                output += "*Warning:* Simulated balances in Dry Mode.\n"
-                    f"*Warning:* Simulated balances in Dry Mode.\n"
+
-                    "This mode is still experimental!\n"
+            output += ("Starting capital: "
-                    "Starting capital: "
+                       f"`{result['starting_capital']}` {self._config['stake_currency']}"
-                    f"`{self._config['dry_run_wallet']}` {self._config['stake_currency']}.\n"
                        )
+            output += (f" `{result['starting_capital_fiat']}` "
+                       f"{self._config['fiat_display_currency']}.\n"
+                       ) if result['starting_capital_fiat'] > 0 else '.\n'
+
             total_dust_balance = 0
             total_dust_currencies = 0
             for curr in result['currencies']:
@@ -641,9 +644,12 @@ class Telegram(RPCHandler):
                     f"{round_coin_value(total_dust_balance, result['stake'], False)}`\n")
 
             output += ("\n*Estimated Value*:\n"
-                       f"\t`{result['stake']}: {result['total']: .8f}`\n"
+                       f"\t`{result['stake']}: "
+                       f"{round_coin_value(result['total'], result['stake'], False)}`"
+                       f" `({result['starting_capital_pct']}%)`\n"
                        f"\t`{result['symbol']}: "
-                       f"{round_coin_value(result['value'], result['symbol'], False)}`\n")
+                       f"{round_coin_value(result['value'], result['symbol'], False)}`"
+                       f" `({result['starting_capital_fiat_pct']}%)`\n")
             self._send_msg(output, reload_able=True, callback_path="update_balance",
                            query=update.callback_query)
         except RPCException as e:

freqtrade/strategy/__init__.py

@@ -3,5 +3,7 @@ from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_msecs, timefr
                                 timeframe_to_prev_date, timeframe_to_seconds)
 from freqtrade.strategy.hyper import (BooleanParameter, CategoricalParameter, DecimalParameter,
                                       IntParameter, RealParameter)
+from freqtrade.strategy.informative_decorator import informative
 from freqtrade.strategy.interface import IStrategy
-from freqtrade.strategy.strategy_helper import merge_informative_pair, stoploss_from_open
+from freqtrade.strategy.strategy_helper import (merge_informative_pair, stoploss_from_absolute,
+                                                stoploss_from_open)

freqtrade/strategy/informative_decorator.py

@@ -0,0 +1,128 @@
+from typing import Any, Callable, NamedTuple, Optional, Union
+
+from pandas import DataFrame
+
+from freqtrade.exceptions import OperationalException
+from freqtrade.strategy.strategy_helper import merge_informative_pair
+
+
+PopulateIndicators = Callable[[Any, DataFrame, dict], DataFrame]
+
+
+class InformativeData(NamedTuple):
+    asset: Optional[str]
+    timeframe: str
+    fmt: Union[str, Callable[[Any], str], None]
+    ffill: bool
+
+
+def informative(timeframe: str, asset: str = '',
+                fmt: Optional[Union[str, Callable[[Any], str]]] = None,
+                ffill: bool = True) -> Callable[[PopulateIndicators], PopulateIndicators]:
+    """
+    A decorator for populate_indicators_Nn(self, dataframe, metadata), allowing these functions to
+    define informative indicators.
+
+    Example usage:
+
+        @informative('1h')
+        def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+
+    :param timeframe: Informative timeframe. Must always be equal or higher than strategy timeframe.
+    :param asset: Informative asset, for example BTC, BTC/USDT, ETH/BTC. Do not specify to use
+    current pair.
+    :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
+    specified, defaults to:
+    * {base}_{quote}_{column}_{timeframe} if asset is specified.
+    * {column}_{timeframe} if asset is not specified.
+    Format string supports these format variables:
+    * {asset} - full name of the asset, for example 'BTC/USDT'.
+    * {base} - base currency in lower case, for example 'eth'.
+    * {BASE} - same as {base}, except in upper case.
+    * {quote} - quote currency in lower case, for example 'usdt'.
+    * {QUOTE} - same as {quote}, except in upper case.
+    * {column} - name of dataframe column.
+    * {timeframe} - timeframe of informative dataframe.
+    :param ffill: ffill dataframe after merging informative pair.
+    """
+    _asset = asset
+    _timeframe = timeframe
+    _fmt = fmt
+    _ffill = ffill
+
+    def decorator(fn: PopulateIndicators):
+        informative_pairs = getattr(fn, '_ft_informative', [])
+        informative_pairs.append(InformativeData(_asset, _timeframe, _fmt, _ffill))
+        setattr(fn, '_ft_informative', informative_pairs)
+        return fn
+    return decorator
+
+
+def _format_pair_name(config, pair: str) -> str:
+    return pair.format(stake_currency=config['stake_currency'],
+                       stake=config['stake_currency']).upper()
+
+
+def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata: dict,
+                                       inf_data: InformativeData,
+                                       populate_indicators: PopulateIndicators):
+    asset = inf_data.asset or ''
+    timeframe = inf_data.timeframe
+    fmt = inf_data.fmt
+    config = strategy.config
+
+    if asset:
+        # Insert stake currency if needed.
+        asset = _format_pair_name(config, asset)
+    else:
+        # Not specifying an asset will define informative dataframe for current pair.
+        asset = metadata['pair']
+
+    if '/' in asset:
+        base, quote = asset.split('/')
+    else:
+        # When futures are supported this may need reevaluation.
+        # base, quote = asset, ''
+        raise OperationalException('Not implemented.')
+
+    # Default format. This optimizes for the common case: informative pairs using same stake
+    # currency. When quote currency matches stake currency, column name will omit base currency.
+    # This allows easily reconfiguring strategy to use different base currency. In a rare case
+    # where it is desired to keep quote currency in column name at all times user should specify
+    # fmt='{base}_{quote}_{column}_{timeframe}' format or similar.
+    if not fmt:
+        fmt = '{column}_{timeframe}'                # Informatives of current pair
+        if inf_data.asset:
+            fmt = '{base}_{quote}_' + fmt           # Informatives of other pairs
+
+    inf_metadata = {'pair': asset, 'timeframe': timeframe}
+    inf_dataframe = strategy.dp.get_pair_dataframe(asset, timeframe)
+    inf_dataframe = populate_indicators(strategy, inf_dataframe, inf_metadata)
+
+    formatter: Any = None
+    if callable(fmt):
+        formatter = fmt             # A custom user-specified formatter function.
+    else:
+        formatter = fmt.format      # A default string formatter.
+
+    fmt_args = {
+        'BASE': base.upper(),
+        'QUOTE': quote.upper(),
+        'base': base.lower(),
+        'quote': quote.lower(),
+        'asset': asset,
+        'timeframe': timeframe,
+    }
+    inf_dataframe.rename(columns=lambda column: formatter(column=column, **fmt_args),
+                         inplace=True)
+
+    date_column = formatter(column='date', **fmt_args)
+    if date_column in dataframe.columns:
+        raise OperationalException(f'Duplicate column name {date_column} exists in '
+                                   f'dataframe! Ensure column names are unique!')
+    dataframe = merge_informative_pair(dataframe, inf_dataframe, strategy.timeframe, timeframe,
+                                       ffill=inf_data.ffill, append_timeframe=False,
+                                       date_column=date_column)
+    return dataframe

freqtrade/strategy/interface.py

@@ -19,6 +19,9 @@ from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.exchange.exchange import timeframe_to_next_date
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.strategy.hyper import HyperStrategyMixin
+from freqtrade.strategy.informative_decorator import (InformativeData, PopulateIndicators,
+                                                      _create_and_merge_informative_pair,
+                                                      _format_pair_name)
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
@@ -118,7 +121,7 @@ class IStrategy(ABC, HyperStrategyMixin):
     # Class level variables (intentional) containing
     # the dataprovider (dp) (access to other candles, historic data, ...)
     # and wallets - access to the current balance.
-    dp: Optional[DataProvider] = None
+    dp: Optional[DataProvider]
     wallets: Optional[Wallets] = None
     # Filled from configuration
     stake_currency: str
@@ -134,6 +137,24 @@ class IStrategy(ABC, HyperStrategyMixin):
         self._last_candle_seen_per_pair: Dict[str, datetime] = {}
         super().__init__(config)
 
+        # Gather informative pairs from @informative-decorated methods.
+        self._ft_informative: List[Tuple[InformativeData, PopulateIndicators]] = []
+        for attr_name in dir(self.__class__):
+            cls_method = getattr(self.__class__, attr_name)
+            if not callable(cls_method):
+                continue
+            informative_data_list = getattr(cls_method, '_ft_informative', None)
+            if not isinstance(informative_data_list, list):
+                # Type check is required because mocker would return a mock object that evaluates to
+                # True, confusing this code.
+                continue
+            strategy_timeframe_minutes = timeframe_to_minutes(self.timeframe)
+            for informative_data in informative_data_list:
+                if timeframe_to_minutes(informative_data.timeframe) < strategy_timeframe_minutes:
+                    raise OperationalException('Informative timeframe must be equal or higher than '
+                                               'strategy timeframe!')
+                self._ft_informative.append((informative_data, cls_method))
+
     @abstractmethod
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
@@ -379,6 +400,23 @@ class IStrategy(ABC, HyperStrategyMixin):
 # END - Intended to be overridden by strategy
 ###
 
+    def gather_informative_pairs(self) -> ListPairsWithTimeframes:
+        """
+        Internal method which gathers all informative pairs (user or automatically defined).
+        """
+        informative_pairs = self.informative_pairs()
+        for inf_data, _ in self._ft_informative:
+            if inf_data.asset:
+                pair_tf = (_format_pair_name(self.config, inf_data.asset), inf_data.timeframe)
+                informative_pairs.append(pair_tf)
+            else:
+                if not self.dp:
+                    raise OperationalException('@informative decorator with unspecified asset '
+                                               'requires DataProvider instance.')
+                for pair in self.dp.current_whitelist():
+                    informative_pairs.append((pair, inf_data.timeframe))
+        return list(set(informative_pairs))
+
     def get_strategy_name(self) -> str:
         """
         Returns strategy class name
@@ -878,6 +916,12 @@ class IStrategy(ABC, HyperStrategyMixin):
         :return: a Dataframe with all mandatory indicators for the strategies
         """
         logger.debug(f"Populating indicators for pair {metadata.get('pair')}.")
+
+        # call populate_indicators_Nm() which were tagged with @informative decorator.
+        for inf_data, populate_fn in self._ft_informative:
+            dataframe = _create_and_merge_informative_pair(
+                self, dataframe, metadata, inf_data, populate_fn)
+
         if self._populate_fun_len == 2:
             warnings.warn("deprecated - check out the Sample strategy to see "
                           "the current function headers!", DeprecationWarning)

freqtrade/strategy/strategy_helper.py

@@ -5,7 +5,9 @@ from freqtrade.exchange import timeframe_to_minutes
 
 
 def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
-                           timeframe: str, timeframe_inf: str, ffill: bool = True) -> pd.DataFrame:
+                           timeframe: str, timeframe_inf: str, ffill: bool = True,
+                           append_timeframe: bool = True,
+                           date_column: str = 'date') -> pd.DataFrame:
     """
     Correctly merge informative samples to the original dataframe, avoiding lookahead bias.
 
@@ -25,6 +27,8 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
     :param timeframe: Timeframe of the original pair sample.
     :param timeframe_inf: Timeframe of the informative pair sample.
     :param ffill: Forwardfill missing values - optional but usually required
+    :param append_timeframe: Rename columns by appending timeframe.
+    :param date_column: A custom date column name.
     :return: Merged dataframe
     :raise: ValueError if the secondary timeframe is shorter than the dataframe timeframe
     """
@@ -33,25 +37,29 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
     minutes = timeframe_to_minutes(timeframe)
     if minutes == minutes_inf:
         # No need to forwardshift if the timeframes are identical
-        informative['date_merge'] = informative["date"]
+        informative['date_merge'] = informative[date_column]
     elif minutes < minutes_inf:
         # Subtract "small" timeframe so merging is not delayed by 1 small candle
         # Detailed explanation in https://github.com/freqtrade/freqtrade/issues/4073
         informative['date_merge'] = (
-            informative["date"] + pd.to_timedelta(minutes_inf, 'm') - pd.to_timedelta(minutes, 'm')
+            informative[date_column] + pd.to_timedelta(minutes_inf, 'm') -
+            pd.to_timedelta(minutes, 'm')
         )
     else:
         raise ValueError("Tried to merge a faster timeframe to a slower timeframe."
                          "This would create new rows, and can throw off your regular indicators.")
 
     # Rename columns to be unique
+    date_merge = 'date_merge'
+    if append_timeframe:
+        date_merge = f'date_merge_{timeframe_inf}'
         informative.columns = [f"{col}_{timeframe_inf}" for col in informative.columns]
 
     # Combine the 2 dataframes
     # all indicators on the informative sample MUST be calculated before this point
     dataframe = pd.merge(dataframe, informative, left_on='date',
-                         right_on=f'date_merge_{timeframe_inf}', how='left')
+                         right_on=date_merge, how='left')
-    dataframe = dataframe.drop(f'date_merge_{timeframe_inf}', axis=1)
+    dataframe = dataframe.drop(date_merge, axis=1)
 
     if ffill:
         dataframe = dataframe.ffill()
@@ -97,3 +105,28 @@ def stoploss_from_open(
         return min(stoploss, 0.0)
     else:
         return max(stoploss, 0.0)
+
+
+def stoploss_from_absolute(stop_rate: float, current_rate: float) -> float:
+    """
+    Given current price and desired stop price, return a stop loss value that is relative to current
+    price.
+
+    The requested stop can be positive for a stop above the open price, or negative for
+    a stop below the open price. The return value is always >= 0.
+
+    Returns 0 if the resulting stop price would be above the current price.
+
+    :param stop_rate: Stop loss price.
+    :param current_rate: Current asset price.
+    :return: Positive stop loss value relative to current price
+    """
+
+    # formula is undefined for current_rate 0, return maximum value
+    if current_rate == 0:
+        return 1
+
+    stoploss = 1 - (stop_rate / current_rate)
+
+    # negative stoploss values indicate the requested stop price is higher than the current price
+    return max(stoploss, 0.0)

setup.sh

@@ -62,7 +62,7 @@ function updateenv() {
     then
         REQUIREMENTS_PLOT="-r requirements-plot.txt"
     fi
-    if [ "${SYS_ARCH}" == "armv7l" ]; then
+    if [ "${SYS_ARCH}" == "armv7l" ] || [ "${SYS_ARCH}" == "armv6l" ]; then
         echo "Detected Raspberry, installing cython, skipping hyperopt installation."
         ${PYTHON} -m pip install --upgrade cython
     else

tests/conftest.py

@@ -18,7 +18,7 @@ from freqtrade import constants
 from freqtrade.commands import Arguments
 from freqtrade.data.converter import ohlcv_to_dataframe
 from freqtrade.edge import Edge, PairInfo
-from freqtrade.enums import RunMode
+from freqtrade.enums import Collateral, RunMode, TradingMode
 from freqtrade.enums.signaltype import SignalDirection
 from freqtrade.exchange import Exchange
 from freqtrade.freqtradebot import FreqtradeBot
@@ -82,7 +82,13 @@ def patched_configuration_load_config_file(mocker, config) -> None:
     )
 
 
-def patch_exchange(mocker, api_mock=None, id='binance', mock_markets=True) -> None:
+def patch_exchange(
+    mocker,
+    api_mock=None,
+    id='binance',
+    mock_markets=True,
+    mock_supported_modes=True
+) -> None:
     mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock(return_value={}))
     mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
@@ -91,10 +97,22 @@ def patch_exchange(mocker, api_mock=None, id='binance', mock_markets=True) -> No
     mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value=id))
     mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value=id.title()))
     mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=2))
+
     if mock_markets:
         mocker.patch('freqtrade.exchange.Exchange.markets',
                      PropertyMock(return_value=get_markets()))
 
+    if mock_supported_modes:
+        mocker.patch(
+            f'freqtrade.exchange.{id.capitalize()}._supported_trading_mode_collateral_pairs',
+            PropertyMock(return_value=[
+                (TradingMode.MARGIN, Collateral.CROSS),
+                (TradingMode.MARGIN, Collateral.ISOLATED),
+                (TradingMode.FUTURES, Collateral.CROSS),
+                (TradingMode.FUTURES, Collateral.ISOLATED)
+            ])
+        )
+
     if api_mock:
         mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     else:
@@ -102,8 +120,8 @@ def patch_exchange(mocker, api_mock=None, id='binance', mock_markets=True) -> No
 
 
 def get_patched_exchange(mocker, config, api_mock=None, id='binance',
-                         mock_markets=True) -> Exchange:
+                         mock_markets=True, mock_supported_modes=True) -> Exchange:
-    patch_exchange(mocker, api_mock, id, mock_markets)
+    patch_exchange(mocker, api_mock, id, mock_markets, mock_supported_modes)
     config['exchange']['name'] = id
     try:
         exchange = ExchangeResolver.load_exchange(id, config)
@@ -465,7 +483,10 @@ def get_markets():
                     'max': 500000,
                 },
             },
-            'info': {},
+            'info': {
+                'leverage_buy': ['2'],
+                'leverage_sell': ['2'],
+            },
         },
         'TKN/BTC': {
             'id': 'tknbtc',
@@ -491,7 +512,10 @@ def get_markets():
                     'max': 500000,
                 },
             },
-            'info': {},
+            'info': {
+                'leverage_buy': ['2', '3', '4', '5'],
+                'leverage_sell': ['2', '3', '4', '5'],
+            },
         },
         'BLK/BTC': {
             'id': 'blkbtc',
@@ -516,7 +540,10 @@ def get_markets():
                     'max': 500000,
                 },
             },
-            'info': {},
+            'info': {
+                'leverage_buy': ['2', '3'],
+                'leverage_sell': ['2', '3'],
+            },
         },
         'LTC/BTC': {
             'id': 'ltcbtc',
@@ -541,7 +568,10 @@ def get_markets():
                     'max': 500000,
                 },
             },
-            'info': {},
+            'info': {
+                'leverage_buy': [],
+                'leverage_sell': [],
+            },
         },
         'XRP/BTC': {
             'id': 'xrpbtc',
@@ -619,7 +649,10 @@ def get_markets():
                     'max': None
                 }
             },
-            'info': {},
+            'info': {
+                'leverage_buy': [],
+                'leverage_sell': [],
+            },
         },
         'ETH/USDT': {
             'id': 'USDT-ETH',
@@ -735,6 +768,8 @@ def get_markets():
                     'max': None
                 }
             },
+            'info': {
+            }
         },
     }
 

tests/exchange/test_binance.py

@@ -1,21 +1,31 @@
 from datetime import datetime, timezone
 from random import randint
-from unittest.mock import MagicMock
+from unittest.mock import MagicMock, PropertyMock
 
 import ccxt
 import pytest
 
+from freqtrade.enums import Collateral, TradingMode
 from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
 from tests.conftest import get_mock_coro, get_patched_exchange, log_has_re
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
 
-@pytest.mark.parametrize('limitratio,expected', [
+@pytest.mark.parametrize('limitratio,expected,side', [
-    (None, 220 * 0.99),
+    (None, 220 * 0.99, "sell"),
-    (0.99, 220 * 0.99),
+    (0.99, 220 * 0.99, "sell"),
-    (0.98, 220 * 0.98),
+    (0.98, 220 * 0.98, "sell"),
+    (None, 220 * 1.01, "buy"),
+    (0.99, 220 * 1.01, "buy"),
+    (0.98, 220 * 1.02, "buy"),
 ])
-def test_stoploss_order_binance(default_conf, mocker, limitratio, expected):
+def test_stoploss_order_binance(
+    default_conf,
+    mocker,
+    limitratio,
+    expected,
+    side
+):
     api_mock = MagicMock()
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
     order_type = 'stop_loss_limit'
@@ -33,19 +43,32 @@ def test_stoploss_order_binance(default_conf, mocker, limitratio, expected):
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
 
     with pytest.raises(OperationalException):
-        order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
+        order = exchange.stoploss(
-                                  order_types={'stoploss_on_exchange_limit_ratio': 1.05})
+            pair='ETH/BTC',
+            amount=1,
+            stop_price=190,
+            side=side,
+            order_types={'stoploss_on_exchange_limit_ratio': 1.05},
+            leverage=1.0
+        )
 
     api_mock.create_order.reset_mock()
     order_types = {} if limitratio is None else {'stoploss_on_exchange_limit_ratio': limitratio}
-    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types=order_types)
+    order = exchange.stoploss(
+        pair='ETH/BTC',
+        amount=1,
+        stop_price=220,
+        order_types=order_types,
+        side=side,
+        leverage=1.0
+    )
 
     assert 'id' in order
     assert 'info' in order
     assert order['id'] == order_id
     assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
     assert api_mock.create_order.call_args_list[0][1]['type'] == order_type
-    assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
+    assert api_mock.create_order.call_args_list[0][1]['side'] == side
     assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
     # Price should be 1% below stopprice
     assert api_mock.create_order.call_args_list[0][1]['price'] == expected
@@ -55,17 +78,31 @@ def test_stoploss_order_binance(default_conf, mocker, limitratio, expected):
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+        exchange.stoploss(
+            pair='ETH/BTC',
+            amount=1,
+            stop_price=220,
+            order_types={},
+            side=side,
+            leverage=1.0)
 
     with pytest.raises(InvalidOrderException):
         api_mock.create_order = MagicMock(
             side_effect=ccxt.InvalidOrder("binance Order would trigger immediately."))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+        exchange.stoploss(
+            pair='ETH/BTC',
+            amount=1,
+            stop_price=220,
+            order_types={},
+            side=side,
+            leverage=1.0
+        )
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, "binance",
                            "stoploss", "create_order", retries=1,
-                           pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+                           pair='ETH/BTC', amount=1, stop_price=220, order_types={},
+                           side=side, leverage=1.0)
 
 
 def test_stoploss_order_dry_run_binance(default_conf, mocker):
@@ -78,12 +115,25 @@ def test_stoploss_order_dry_run_binance(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
 
     with pytest.raises(OperationalException):
-        order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
+        order = exchange.stoploss(
-                                  order_types={'stoploss_on_exchange_limit_ratio': 1.05})
+            pair='ETH/BTC',
+            amount=1,
+            stop_price=190,
+            side="sell",
+            order_types={'stoploss_on_exchange_limit_ratio': 1.05},
+            leverage=1.0
+        )
 
     api_mock.create_order.reset_mock()
 
-    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+    order = exchange.stoploss(
+        pair='ETH/BTC',
+        amount=1,
+        stop_price=220,
+        order_types={},
+        side="sell",
+        leverage=1.0
+    )
 
     assert 'id' in order
     assert 'info' in order
@@ -94,18 +144,202 @@ def test_stoploss_order_dry_run_binance(default_conf, mocker):
     assert order['amount'] == 1
 
 
-def test_stoploss_adjust_binance(mocker, default_conf):
+@pytest.mark.parametrize('sl1,sl2,sl3,side', [
+    (1501, 1499, 1501, "sell"),
+    (1499, 1501, 1499, "buy")
+])
+def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
     exchange = get_patched_exchange(mocker, default_conf, id='binance')
     order = {
         'type': 'stop_loss_limit',
         'price': 1500,
         'info': {'stopPrice': 1500},
     }
-    assert exchange.stoploss_adjust(1501, order)
+    assert exchange.stoploss_adjust(sl1, order, side=side)
-    assert not exchange.stoploss_adjust(1499, order)
+    assert not exchange.stoploss_adjust(sl2, order, side=side)
     # Test with invalid order case
     order['type'] = 'stop_loss'
-    assert not exchange.stoploss_adjust(1501, order)
+    assert not exchange.stoploss_adjust(sl3, order, side=side)
+
+
+@pytest.mark.parametrize('pair,nominal_value,max_lev', [
+    ("BNB/BUSD", 0.0, 40.0),
+    ("BNB/USDT", 100.0, 153.84615384615384),
+    ("BTC/USDT", 170.30, 250.0),
+    ("BNB/BUSD", 999999.9, 10.0),
+    ("BNB/USDT", 5000000.0, 6.666666666666667),
+    ("BTC/USDT", 300000000.1, 2.0),
+])
+def test_get_max_leverage_binance(default_conf, mocker, pair, nominal_value, max_lev):
+    exchange = get_patched_exchange(mocker, default_conf, id="binance")
+    exchange._leverage_brackets = {
+        'BNB/BUSD': [[0.0, 0.025],
+                     [100000.0, 0.05],
+                     [500000.0, 0.1],
+                     [1000000.0, 0.15],
+                     [2000000.0, 0.25],
+                     [5000000.0, 0.5]],
+        'BNB/USDT': [[0.0, 0.0065],
+                     [10000.0, 0.01],
+                     [50000.0, 0.02],
+                     [250000.0, 0.05],
+                     [1000000.0, 0.1],
+                     [2000000.0, 0.125],
+                     [5000000.0, 0.15],
+                     [10000000.0, 0.25]],
+        'BTC/USDT': [[0.0, 0.004],
+                     [50000.0, 0.005],
+                     [250000.0, 0.01],
+                     [1000000.0, 0.025],
+                     [5000000.0, 0.05],
+                     [20000000.0, 0.1],
+                     [50000000.0, 0.125],
+                     [100000000.0, 0.15],
+                     [200000000.0, 0.25],
+                     [300000000.0, 0.5]],
+    }
+    assert exchange.get_max_leverage(pair, nominal_value) == max_lev
+
+
+def test_fill_leverage_brackets_binance(default_conf, mocker):
+    api_mock = MagicMock()
+    api_mock.load_leverage_brackets = MagicMock(return_value={
+        'ADA/BUSD': [[0.0, 0.025],
+                     [100000.0, 0.05],
+                     [500000.0, 0.1],
+                     [1000000.0, 0.15],
+                     [2000000.0, 0.25],
+                     [5000000.0, 0.5]],
+        'BTC/USDT': [[0.0, 0.004],
+                     [50000.0, 0.005],
+                     [250000.0, 0.01],
+                     [1000000.0, 0.025],
+                     [5000000.0, 0.05],
+                     [20000000.0, 0.1],
+                     [50000000.0, 0.125],
+                     [100000000.0, 0.15],
+                     [200000000.0, 0.25],
+                     [300000000.0, 0.5]],
+        "ZEC/USDT": [[0.0, 0.01],
+                     [5000.0, 0.025],
+                     [25000.0, 0.05],
+                     [100000.0, 0.1],
+                     [250000.0, 0.125],
+                     [1000000.0, 0.5]],
+
+    })
+    default_conf['dry_run'] = False
+    default_conf['trading_mode'] = TradingMode.FUTURES
+    default_conf['collateral'] = Collateral.ISOLATED
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
+    exchange.fill_leverage_brackets()
+
+    assert exchange._leverage_brackets == {
+        'ADA/BUSD': [[0.0, 0.025],
+                     [100000.0, 0.05],
+                     [500000.0, 0.1],
+                     [1000000.0, 0.15],
+                     [2000000.0, 0.25],
+                     [5000000.0, 0.5]],
+        'BTC/USDT': [[0.0, 0.004],
+                     [50000.0, 0.005],
+                     [250000.0, 0.01],
+                     [1000000.0, 0.025],
+                     [5000000.0, 0.05],
+                     [20000000.0, 0.1],
+                     [50000000.0, 0.125],
+                     [100000000.0, 0.15],
+                     [200000000.0, 0.25],
+                     [300000000.0, 0.5]],
+        "ZEC/USDT": [[0.0, 0.01],
+                     [5000.0, 0.025],
+                     [25000.0, 0.05],
+                     [100000.0, 0.1],
+                     [250000.0, 0.125],
+                     [1000000.0, 0.5]],
+    }
+
+    api_mock = MagicMock()
+    api_mock.load_leverage_brackets = MagicMock()
+    type(api_mock).has = PropertyMock(return_value={'loadLeverageBrackets': True})
+
+    ccxt_exceptionhandlers(
+        mocker,
+        default_conf,
+        api_mock,
+        "binance",
+        "fill_leverage_brackets",
+        "load_leverage_brackets"
+    )
+
+
+def test_fill_leverage_brackets_binance_dryrun(default_conf, mocker):
+    api_mock = MagicMock()
+    default_conf['trading_mode'] = TradingMode.FUTURES
+    default_conf['collateral'] = Collateral.ISOLATED
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
+    exchange.fill_leverage_brackets()
+
+    leverage_brackets = {
+        "1000SHIB/USDT": [
+            [0.0, 0.01],
+            [5000.0, 0.025],
+            [25000.0, 0.05],
+            [100000.0, 0.1],
+            [250000.0, 0.125],
+            [1000000.0, 0.5]
+        ],
+        "1INCH/USDT": [
+            [0.0, 0.012],
+            [5000.0, 0.025],
+            [25000.0, 0.05],
+            [100000.0, 0.1],
+            [250000.0, 0.125],
+            [1000000.0, 0.5]
+        ],
+        "AAVE/USDT": [
+            [0.0, 0.01],
+            [50000.0, 0.02],
+            [250000.0, 0.05],
+            [1000000.0, 0.1],
+            [2000000.0, 0.125],
+            [5000000.0, 0.1665],
+            [10000000.0, 0.25]
+        ],
+        "ADA/BUSD": [
+            [0.0, 0.025],
+            [100000.0, 0.05],
+            [500000.0, 0.1],
+            [1000000.0, 0.15],
+            [2000000.0, 0.25],
+            [5000000.0, 0.5]
+        ]
+    }
+
+    for key, value in leverage_brackets.items():
+        assert exchange._leverage_brackets[key] == value
+
+
+def test__set_leverage_binance(mocker, default_conf):
+
+    api_mock = MagicMock()
+    api_mock.set_leverage = MagicMock()
+    type(api_mock).has = PropertyMock(return_value={'setLeverage': True})
+    default_conf['dry_run'] = False
+    exchange = get_patched_exchange(mocker, default_conf, id="binance")
+    exchange._set_leverage(3.0, trading_mode=TradingMode.MARGIN)
+
+    ccxt_exceptionhandlers(
+        mocker,
+        default_conf,
+        api_mock,
+        "binance",
+        "_set_leverage",
+        "set_leverage",
+        pair="XRP/USDT",
+        leverage=5.0,
+        trading_mode=TradingMode.FUTURES
+    )
 
 
 @pytest.mark.asyncio
@@ -138,3 +372,15 @@ async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog):
     assert exchange._api_async.fetch_ohlcv.call_count == 2
     assert res == ohlcv
     assert log_has_re(r"Candle-data for ETH/BTC available starting with .*", caplog)
+
+
+@pytest.mark.parametrize("trading_mode,collateral,config", [
+    ("", "", {}),
+    ("margin", "cross", {"options": {"defaultType": "margin"}}),
+    ("futures", "isolated", {"options": {"defaultType": "future"}}),
+])
+def test__ccxt_config(default_conf, mocker, trading_mode, collateral, config):
+    default_conf['trading_mode'] = trading_mode
+    default_conf['collateral'] = collateral
+    exchange = get_patched_exchange(mocker, default_conf, id="binance")
+    assert exchange._ccxt_config == config

tests/exchange/test_exchange.py

@@ -11,6 +11,7 @@ import ccxt
 import pytest
 from pandas import DataFrame
 
+from freqtrade.enums import Collateral, TradingMode
 from freqtrade.exceptions import (DDosProtection, DependencyException, InvalidOrderException,
                                   OperationalException, PricingError, TemporaryError)
 from freqtrade.exchange import Binance, Bittrex, Exchange, Kraken
@@ -131,6 +132,7 @@ def test_init_ccxt_kwargs(default_conf, mocker, caplog):
 
     assert log_has("Applying additional ccxt config: {'TestKWARG': 11, 'TestKWARG44': 11}", caplog)
     assert ex._api.headers == {'hello': 'world'}
+    assert ex._ccxt_config == {}
     Exchange._headers = {}
 
 
@@ -395,7 +397,11 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
-    assert isclose(result, 2 * (1+0.05) / (1-abs(stoploss)))
+    expected_result = 2 * (1+0.05) / (1-abs(stoploss))
+    assert isclose(result, expected_result)
+    # With Leverage
+    result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss, 3.0)
+    assert isclose(result, expected_result/3)
 
     # min amount is set
     markets["ETH/BTC"]["limits"] = {
@@ -407,7 +413,11 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
-    assert isclose(result, 2 * 2 * (1+0.05) / (1-abs(stoploss)))
+    expected_result = 2 * 2 * (1+0.05) / (1-abs(stoploss))
+    assert isclose(result, expected_result)
+    # With Leverage
+    result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 5.0)
+    assert isclose(result, expected_result/5)
 
     # min amount and cost are set (cost is minimal)
     markets["ETH/BTC"]["limits"] = {
@@ -419,7 +429,11 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
-    assert isclose(result, max(2, 2 * 2) * (1+0.05) / (1-abs(stoploss)))
+    expected_result = max(2, 2 * 2) * (1+0.05) / (1-abs(stoploss))
+    assert isclose(result, expected_result)
+    # With Leverage
+    result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 10)
+    assert isclose(result, expected_result/10)
 
     # min amount and cost are set (amount is minial)
     markets["ETH/BTC"]["limits"] = {
@@ -431,14 +445,26 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
-    assert isclose(result, max(8, 2 * 2) * (1+0.05) / (1-abs(stoploss)))
+    expected_result = max(8, 2 * 2) * (1+0.05) / (1-abs(stoploss))
+    assert isclose(result, expected_result)
+    # With Leverage
+    result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 7.0)
+    assert isclose(result, expected_result/7.0)
 
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4)
-    assert isclose(result, max(8, 2 * 2) * 1.5)
+    expected_result = max(8, 2 * 2) * 1.5
+    assert isclose(result, expected_result)
+    # With Leverage
+    result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4, 8.0)
+    assert isclose(result, expected_result/8.0)
 
     # Really big stoploss
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1)
-    assert isclose(result, max(8, 2 * 2) * 1.5)
+    expected_result = max(8, 2 * 2) * 1.5
+    assert isclose(result, expected_result)
+    # With Leverage
+    result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1, 12.0)
+    assert isclose(result, expected_result/12)
 
 
 def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
@@ -456,10 +482,10 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss)
-    assert round(result, 8) == round(
+    expected_result = max(0.0001, 0.001 * 0.020405) * (1+0.05) / (1-abs(stoploss))
-        max(0.0001, 0.001 * 0.020405) * (1+0.05) / (1-abs(stoploss)),
+    assert round(result, 8) == round(expected_result, 8)
-        8
+    result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss, 3.0)
-    )
+    assert round(result, 8) == round(expected_result/3, 8)
 
 
 def test_set_sandbox(default_conf, mocker):
@@ -970,7 +996,13 @@ def test_create_dry_run_order(default_conf, mocker, side, exchange_name):
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
 
     order = exchange.create_dry_run_order(
-        pair='ETH/BTC', ordertype='limit', side=side, amount=1, rate=200)
+        pair='ETH/BTC',
+        ordertype='limit',
+        side=side,
+        amount=1,
+        rate=200,
+        leverage=1.0
+    )
     assert 'id' in order
     assert f'dry_run_{side}_' in order["id"]
     assert order["side"] == side
@@ -993,7 +1025,13 @@ def test_create_dry_run_order_limit_fill(default_conf, mocker, side, startprice,
                           )
 
     order = exchange.create_dry_run_order(
-        pair='LTC/USDT', ordertype='limit', side=side, amount=1, rate=startprice)
+        pair='LTC/USDT',
+        ordertype='limit',
+        side=side,
+        amount=1,
+        rate=startprice,
+        leverage=1.0
+    )
     assert order_book_l2_usd.call_count == 1
     assert 'id' in order
     assert f'dry_run_{side}_' in order["id"]
@@ -1039,7 +1077,13 @@ def test_create_dry_run_order_market_fill(default_conf, mocker, side, rate, amou
                           )
 
     order = exchange.create_dry_run_order(
-        pair='LTC/USDT', ordertype='market', side=side, amount=amount, rate=rate)
+        pair='LTC/USDT',
+        ordertype='market',
+        side=side,
+        amount=amount,
+        rate=rate,
+        leverage=1.0
+    )
     assert 'id' in order
     assert f'dry_run_{side}_' in order["id"]
     assert order["side"] == side
@@ -1049,10 +1093,7 @@ def test_create_dry_run_order_market_fill(default_conf, mocker, side, rate, amou
     assert round(order["average"], 4) == round(endprice, 4)
 
 
-@pytest.mark.parametrize("side", [
+@pytest.mark.parametrize("side", ["buy", "sell"])
-    ("buy"),
-    ("sell")
-])
 @pytest.mark.parametrize("ordertype,rate,marketprice", [
     ("market", None, None),
     ("market", 200, True),
@@ -1074,9 +1115,17 @@ def test_create_order(default_conf, mocker, side, ordertype, rate, marketprice,
     mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
     mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange._set_leverage = MagicMock()
+    exchange.set_margin_mode = MagicMock()
 
     order = exchange.create_order(
-        pair='ETH/BTC', ordertype=ordertype, side=side, amount=1, rate=200)
+        pair='ETH/BTC',
+        ordertype=ordertype,
+        side=side,
+        amount=1,
+        rate=200,
+        leverage=1.0
+    )
 
     assert 'id' in order
     assert 'info' in order
@@ -1086,6 +1135,21 @@ def test_create_order(default_conf, mocker, side, ordertype, rate, marketprice,
     assert api_mock.create_order.call_args[0][2] == side
     assert api_mock.create_order.call_args[0][3] == 1
     assert api_mock.create_order.call_args[0][4] is rate
+    assert exchange._set_leverage.call_count == 0
+    assert exchange.set_margin_mode.call_count == 0
+
+    exchange.trading_mode = TradingMode.FUTURES
+    order = exchange.create_order(
+        pair='ETH/BTC',
+        ordertype=ordertype,
+        side=side,
+        amount=1,
+        rate=200,
+        leverage=3.0
+    )
+
+    assert exchange._set_leverage.call_count == 1
+    assert exchange.set_margin_mode.call_count == 1
 
 
 def test_buy_dry_run(default_conf, mocker):
@@ -2624,10 +2688,17 @@ def test_get_fee(default_conf, mocker, exchange_name):
 def test_stoploss_order_unsupported_exchange(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, id='bittrex')
     with pytest.raises(OperationalException, match=r"stoploss is not implemented .*"):
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+        exchange.stoploss(
+            pair='ETH/BTC',
+            amount=1,
+            stop_price=220,
+            order_types={},
+            side="sell",
+            leverage=1.0
+        )
 
     with pytest.raises(OperationalException, match=r"stoploss is not implemented .*"):
-        exchange.stoploss_adjust(1, {})
+        exchange.stoploss_adjust(1, {}, side="sell")
 
 
 def test_merge_ft_has_dict(default_conf, mocker):
@@ -2972,7 +3043,123 @@ def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None:
     (3, 5, 5),
     (4, 5, 2),
     (5, 5, 1),
-
 ])
 def test_calculate_backoff(retrycount, max_retries, expected):
     assert calculate_backoff(retrycount, max_retries) == expected
+
+
+@pytest.mark.parametrize('exchange', ['binance', 'kraken', 'ftx'])
+@pytest.mark.parametrize('stake_amount,leverage,min_stake_with_lev', [
+    (9.0, 3.0, 3.0),
+    (20.0, 5.0, 4.0),
+    (100.0, 100.0, 1.0)
+])
+def test_get_stake_amount_considering_leverage(
+    exchange,
+    stake_amount,
+    leverage,
+    min_stake_with_lev,
+    mocker,
+    default_conf
+):
+    exchange = get_patched_exchange(mocker, default_conf, id=exchange)
+    assert exchange._get_stake_amount_considering_leverage(
+        stake_amount, leverage) == min_stake_with_lev
+
+
+@pytest.mark.parametrize("exchange_name,trading_mode", [
+    ("binance", TradingMode.FUTURES),
+    ("ftx", TradingMode.MARGIN),
+    ("ftx", TradingMode.FUTURES)
+])
+def test__set_leverage(mocker, default_conf, exchange_name, trading_mode):
+
+    api_mock = MagicMock()
+    api_mock.set_leverage = MagicMock()
+    type(api_mock).has = PropertyMock(return_value={'setLeverage': True})
+    default_conf['dry_run'] = False
+
+    ccxt_exceptionhandlers(
+        mocker,
+        default_conf,
+        api_mock,
+        exchange_name,
+        "_set_leverage",
+        "set_leverage",
+        pair="XRP/USDT",
+        leverage=5.0,
+        trading_mode=trading_mode
+    )
+
+
+@pytest.mark.parametrize("collateral", [
+    (Collateral.CROSS),
+    (Collateral.ISOLATED)
+])
+def test_set_margin_mode(mocker, default_conf, collateral):
+
+    api_mock = MagicMock()
+    api_mock.set_margin_mode = MagicMock()
+    type(api_mock).has = PropertyMock(return_value={'setMarginMode': True})
+    default_conf['dry_run'] = False
+
+    ccxt_exceptionhandlers(
+        mocker,
+        default_conf,
+        api_mock,
+        "binance",
+        "set_margin_mode",
+        "set_margin_mode",
+        pair="XRP/USDT",
+        collateral=collateral
+    )
+
+
+@pytest.mark.parametrize("exchange_name, trading_mode, collateral, exception_thrown", [
+    ("binance", TradingMode.SPOT, None, False),
+    ("binance", TradingMode.MARGIN, Collateral.ISOLATED, True),
+    ("kraken", TradingMode.SPOT, None, False),
+    ("kraken", TradingMode.MARGIN, Collateral.ISOLATED, True),
+    ("kraken", TradingMode.FUTURES, Collateral.ISOLATED, True),
+    ("ftx", TradingMode.SPOT, None, False),
+    ("ftx", TradingMode.MARGIN, Collateral.ISOLATED, True),
+    ("ftx", TradingMode.FUTURES, Collateral.ISOLATED, True),
+    ("bittrex", TradingMode.SPOT, None, False),
+    ("bittrex", TradingMode.MARGIN, Collateral.CROSS, True),
+    ("bittrex", TradingMode.MARGIN, Collateral.ISOLATED, True),
+    ("bittrex", TradingMode.FUTURES, Collateral.CROSS, True),
+    ("bittrex", TradingMode.FUTURES, Collateral.ISOLATED, True),
+
+    # TODO-lev: Remove once implemented
+    ("binance", TradingMode.MARGIN, Collateral.CROSS, True),
+    ("binance", TradingMode.FUTURES, Collateral.CROSS, True),
+    ("binance", TradingMode.FUTURES, Collateral.ISOLATED, True),
+    ("kraken", TradingMode.MARGIN, Collateral.CROSS, True),
+    ("kraken", TradingMode.FUTURES, Collateral.CROSS, True),
+    ("ftx", TradingMode.MARGIN, Collateral.CROSS, True),
+    ("ftx", TradingMode.FUTURES, Collateral.CROSS, True),
+
+    # TODO-lev: Uncomment once implemented
+    # ("binance", TradingMode.MARGIN, Collateral.CROSS, False),
+    # ("binance", TradingMode.FUTURES, Collateral.CROSS, False),
+    # ("binance", TradingMode.FUTURES, Collateral.ISOLATED, False),
+    # ("kraken", TradingMode.MARGIN, Collateral.CROSS, False),
+    # ("kraken", TradingMode.FUTURES, Collateral.CROSS, False),
+    # ("ftx", TradingMode.MARGIN, Collateral.CROSS, False),
+    # ("ftx", TradingMode.FUTURES, Collateral.CROSS, False)
+])
+def test_validate_trading_mode_and_collateral(
+    default_conf,
+    mocker,
+    exchange_name,
+    trading_mode,
+    collateral,
+    exception_thrown
+):
+    exchange = get_patched_exchange(
+        mocker, default_conf, id=exchange_name, mock_supported_modes=False)
+    if (exception_thrown):
+        with pytest.raises(OperationalException):
+            exchange.validate_trading_mode_and_collateral(trading_mode, collateral)
+    else:
+        exchange.validate_trading_mode_and_collateral(trading_mode, collateral)

tests/exchange/test_ftx.py

@@ -14,7 +14,11 @@ from .test_exchange import ccxt_exceptionhandlers
 STOPLOSS_ORDERTYPE = 'stop'
 
 
-def test_stoploss_order_ftx(default_conf, mocker):
+@pytest.mark.parametrize('order_price,exchangelimitratio,side', [
+    (217.8, 1.05, "sell"),
+    (222.2, 0.95, "buy"),
+])
+def test_stoploss_order_ftx(default_conf, mocker, order_price, exchangelimitratio, side):
     api_mock = MagicMock()
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
 
@@ -32,12 +36,18 @@ def test_stoploss_order_ftx(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
 
     # stoploss_on_exchange_limit_ratio is irrelevant for ftx market orders
-    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
+    order = exchange.stoploss(
-                              order_types={'stoploss_on_exchange_limit_ratio': 1.05})
+        pair='ETH/BTC',
+        amount=1,
+        stop_price=190,
+        side=side,
+        order_types={'stoploss_on_exchange_limit_ratio': exchangelimitratio},
+        leverage=1.0
+    )
 
     assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
     assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
-    assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
+    assert api_mock.create_order.call_args_list[0][1]['side'] == side
     assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
     assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params']
     assert 'stopPrice' in api_mock.create_order.call_args_list[0][1]['params']
@@ -47,51 +57,79 @@ def test_stoploss_order_ftx(default_conf, mocker):
 
     api_mock.create_order.reset_mock()
 
-    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+    order = exchange.stoploss(
+        pair='ETH/BTC',
+        amount=1,
+        stop_price=220,
+        order_types={},
+        side=side,
+        leverage=1.0
+    )
 
     assert 'id' in order
     assert 'info' in order
     assert order['id'] == order_id
     assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
     assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
-    assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
+    assert api_mock.create_order.call_args_list[0][1]['side'] == side
     assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
     assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params']
     assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 220
 
     api_mock.create_order.reset_mock()
-    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
+    order = exchange.stoploss(
-                              order_types={'stoploss': 'limit'})
+        pair='ETH/BTC',
+        amount=1,
+        stop_price=220,
+        order_types={'stoploss': 'limit'}, side=side,
+        leverage=1.0
+    )
 
     assert 'id' in order
     assert 'info' in order
     assert order['id'] == order_id
     assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
     assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
-    assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
+    assert api_mock.create_order.call_args_list[0][1]['side'] == side
     assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
     assert 'orderPrice' in api_mock.create_order.call_args_list[0][1]['params']
-    assert api_mock.create_order.call_args_list[0][1]['params']['orderPrice'] == 217.8
+    assert api_mock.create_order.call_args_list[0][1]['params']['orderPrice'] == order_price
     assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 220
 
     # test exception handling
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+        exchange.stoploss(
+            pair='ETH/BTC',
+            amount=1,
+            stop_price=220,
+            order_types={},
+            side=side,
+            leverage=1.0
+        )
 
     with pytest.raises(InvalidOrderException):
         api_mock.create_order = MagicMock(
             side_effect=ccxt.InvalidOrder("ftx Order would trigger immediately."))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+        exchange.stoploss(
+            pair='ETH/BTC',
+            amount=1,
+            stop_price=220,
+            order_types={},
+            side=side,
+            leverage=1.0
+        )
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, "ftx",
                            "stoploss", "create_order", retries=1,
-                           pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+                           pair='ETH/BTC', amount=1, stop_price=220, order_types={},
+                           side=side, leverage=1.0)
 
 
-def test_stoploss_order_dry_run_ftx(default_conf, mocker):
+@pytest.mark.parametrize('side', [("sell"), ("buy")])
+def test_stoploss_order_dry_run_ftx(default_conf, mocker, side):
     api_mock = MagicMock()
     default_conf['dry_run'] = True
     mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
@@ -101,7 +139,14 @@ def test_stoploss_order_dry_run_ftx(default_conf, mocker):
 
     api_mock.create_order.reset_mock()
 
-    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+    order = exchange.stoploss(
+        pair='ETH/BTC',
+        amount=1,
+        stop_price=220,
+        order_types={},
+        side=side,
+        leverage=1.0
+    )
 
     assert 'id' in order
     assert 'info' in order
@@ -112,20 +157,24 @@ def test_stoploss_order_dry_run_ftx(default_conf, mocker):
     assert order['amount'] == 1
 
 
-def test_stoploss_adjust_ftx(mocker, default_conf):
+@pytest.mark.parametrize('sl1,sl2,sl3,side', [
+    (1501, 1499, 1501, "sell"),
+    (1499, 1501, 1499, "buy")
+])
+def test_stoploss_adjust_ftx(mocker, default_conf, sl1, sl2, sl3, side):
     exchange = get_patched_exchange(mocker, default_conf, id='ftx')
     order = {
         'type': STOPLOSS_ORDERTYPE,
         'price': 1500,
     }
-    assert exchange.stoploss_adjust(1501, order)
+    assert exchange.stoploss_adjust(sl1, order, side=side)
-    assert not exchange.stoploss_adjust(1499, order)
+    assert not exchange.stoploss_adjust(sl2, order, side=side)
     # Test with invalid order case ...
     order['type'] = 'stop_loss_limit'
-    assert not exchange.stoploss_adjust(1501, order)
+    assert not exchange.stoploss_adjust(sl3, order, side=side)
 
 
-def test_fetch_stoploss_order(default_conf, mocker, limit_sell_order):
+def test_fetch_stoploss_order(default_conf, mocker, limit_sell_order, limit_buy_order):
     default_conf['dry_run'] = True
     order = MagicMock()
     order.myid = 123
@@ -158,6 +207,16 @@ def test_fetch_stoploss_order(default_conf, mocker, limit_sell_order):
     assert resp['type'] == 'stop'
     assert resp['status_stop'] == 'triggered'
 
+    api_mock.fetch_order = MagicMock(return_value=limit_buy_order)
+
+    resp = exchange.fetch_stoploss_order('X', 'TKN/BTC')
+    assert resp
+    assert api_mock.fetch_order.call_count == 1
+    assert resp['id_stop'] == 'mocked_limit_buy'
+    assert resp['id'] == 'X'
+    assert resp['type'] == 'stop'
+    assert resp['status_stop'] == 'triggered'
+
     with pytest.raises(InvalidOrderException):
         api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
@@ -191,3 +250,20 @@ def test_get_order_id(mocker, default_conf):
         }
     }
     assert exchange.get_order_id_conditional(order) == '1111'
+
+
+@pytest.mark.parametrize('pair,nominal_value,max_lev', [
+    ("ADA/BTC", 0.0, 20.0),
+    ("BTC/EUR", 100.0, 20.0),
+    ("ZEC/USD", 173.31, 20.0),
+])
+def test_get_max_leverage_ftx(default_conf, mocker, pair, nominal_value, max_lev):
+    exchange = get_patched_exchange(mocker, default_conf, id="ftx")
+    assert exchange.get_max_leverage(pair, nominal_value) == max_lev
+
+
+def test_fill_leverage_brackets_ftx(default_conf, mocker):
+    # FTX only has one account wide leverage, so there's no leverage brackets
+    exchange = get_patched_exchange(mocker, default_conf, id="ftx")
+    exchange.fill_leverage_brackets()
+    assert exchange._leverage_brackets == {}

tests/exchange/test_kraken.py

@@ -166,7 +166,11 @@ def test_get_balances_prod(default_conf, mocker):
 
 
 @pytest.mark.parametrize('ordertype', ['market', 'limit'])
-def test_stoploss_order_kraken(default_conf, mocker, ordertype):
+@pytest.mark.parametrize('side,adjustedprice', [
+    ("sell", 217.8),
+    ("buy", 222.2),
+])
+def test_stoploss_order_kraken(default_conf, mocker, ordertype, side, adjustedprice):
     api_mock = MagicMock()
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
 
@@ -183,10 +187,17 @@ def test_stoploss_order_kraken(default_conf, mocker, ordertype):
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
 
-    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
+    order = exchange.stoploss(
-                              order_types={'stoploss': ordertype,
+        pair='ETH/BTC',
+        amount=1,
+        stop_price=220,
+        side=side,
+        order_types={
+            'stoploss': ordertype,
             'stoploss_on_exchange_limit_ratio': 0.99
-                                           })
+        },
+        leverage=1.0
+    )
 
     assert 'id' in order
     assert 'info' in order
@@ -195,12 +206,14 @@ def test_stoploss_order_kraken(default_conf, mocker, ordertype):
     if ordertype == 'limit':
         assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_LIMIT_ORDERTYPE
         assert api_mock.create_order.call_args_list[0][1]['params'] == {
-            'trading_agreement': 'agree', 'price2': 217.8}
+            'trading_agreement': 'agree',
+            'price2': adjustedprice
+        }
     else:
         assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
         assert api_mock.create_order.call_args_list[0][1]['params'] == {
             'trading_agreement': 'agree'}
-    assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
+    assert api_mock.create_order.call_args_list[0][1]['side'] == side
     assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
     assert api_mock.create_order.call_args_list[0][1]['price'] == 220
 
@@ -208,20 +221,36 @@ def test_stoploss_order_kraken(default_conf, mocker, ordertype):
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+        exchange.stoploss(
+            pair='ETH/BTC',
+            amount=1,
+            stop_price=220,
+            order_types={},
+            side=side,
+            leverage=1.0
+        )
 
     with pytest.raises(InvalidOrderException):
         api_mock.create_order = MagicMock(
             side_effect=ccxt.InvalidOrder("kraken Order would trigger immediately."))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+        exchange.stoploss(
+            pair='ETH/BTC',
+            amount=1,
+            stop_price=220,
+            order_types={},
+            side=side,
+            leverage=1.0
+        )
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken",
                            "stoploss", "create_order", retries=1,
-                           pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+                           pair='ETH/BTC', amount=1, stop_price=220, order_types={},
+                           side=side, leverage=1.0)
 
 
-def test_stoploss_order_dry_run_kraken(default_conf, mocker):
+@pytest.mark.parametrize('side', ['buy', 'sell'])
+def test_stoploss_order_dry_run_kraken(default_conf, mocker, side):
     api_mock = MagicMock()
     default_conf['dry_run'] = True
     mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
@@ -231,7 +260,14 @@ def test_stoploss_order_dry_run_kraken(default_conf, mocker):
 
     api_mock.create_order.reset_mock()
 
-    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+    order = exchange.stoploss(
+        pair='ETH/BTC',
+        amount=1,
+        stop_price=220,
+        order_types={},
+        side=side,
+        leverage=1.0
+    )
 
     assert 'id' in order
     assert 'info' in order
@@ -242,14 +278,54 @@ def test_stoploss_order_dry_run_kraken(default_conf, mocker):
     assert order['amount'] == 1
 
 
-def test_stoploss_adjust_kraken(mocker, default_conf):
+@pytest.mark.parametrize('sl1,sl2,sl3,side', [
+    (1501, 1499, 1501, "sell"),
+    (1499, 1501, 1499, "buy")
+])
+def test_stoploss_adjust_kraken(mocker, default_conf, sl1, sl2, sl3, side):
     exchange = get_patched_exchange(mocker, default_conf, id='kraken')
     order = {
         'type': STOPLOSS_ORDERTYPE,
         'price': 1500,
     }
-    assert exchange.stoploss_adjust(1501, order)
+    assert exchange.stoploss_adjust(sl1, order, side=side)
-    assert not exchange.stoploss_adjust(1499, order)
+    assert not exchange.stoploss_adjust(sl2, order, side=side)
     # Test with invalid order case ...
     order['type'] = 'stop_loss_limit'
-    assert not exchange.stoploss_adjust(1501, order)
+    assert not exchange.stoploss_adjust(sl3, order, side=side)
+
+
+@pytest.mark.parametrize('pair,nominal_value,max_lev', [
+    ("ADA/BTC", 0.0, 3.0),
+    ("BTC/EUR", 100.0, 5.0),
+    ("ZEC/USD", 173.31, 2.0),
+])
+def test_get_max_leverage_kraken(default_conf, mocker, pair, nominal_value, max_lev):
+    exchange = get_patched_exchange(mocker, default_conf, id="kraken")
+    exchange._leverage_brackets = {
+        'ADA/BTC': ['2', '3'],
+        'BTC/EUR': ['2', '3', '4', '5'],
+        'ZEC/USD': ['2']
+    }
+    assert exchange.get_max_leverage(pair, nominal_value) == max_lev
+
+
+def test_fill_leverage_brackets_kraken(default_conf, mocker):
+    api_mock = MagicMock()
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
+    exchange.fill_leverage_brackets()
+
+    assert exchange._leverage_brackets == {
+        'BLK/BTC': [1, 2, 3],
+        'TKN/BTC': [1, 2, 3, 4, 5],
+        'ETH/BTC': [1, 2],
+        'LTC/BTC': [1],
+        'XRP/BTC': [1],
+        'NEO/BTC': [1],
+        'BTT/BTC': [1],
+        'ETH/USDT': [1],
+        'LTC/USDT': [1],
+        'LTC/USD': [1],
+        'XLTCUSDT': [1],
+        'LTC/ETH': [1]
+    }

tests/leverage/test_interest.py

@@ -22,9 +22,10 @@ twentyfive_hours = Decimal(25.0)
     ('kraken', 0.00025, five_hours, 0.045),
     ('kraken', 0.00025, twentyfive_hours, 0.12),
     # FTX
-    # TODO-lev: - implement FTX tests
+    ('ftx', 0.0005, ten_mins, 0.00125),
-    # ('ftx', Decimal(0.0005), ten_mins, 0.06),
+    ('ftx', 0.00025, ten_mins, 0.000625),
-    # ('ftx', Decimal(0.0005), five_hours, 0.045),
+    ('ftx', 0.00025, five_hours, 0.003125),
+    ('ftx', 0.00025, twentyfive_hours, 0.015625),
 ])
 def test_interest(exchange, interest_rate, hours, expected):
     borrowed = Decimal(60.0)

tests/plugins/test_pairlist.py

@@ -12,7 +12,8 @@ from freqtrade.persistence import Trade
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.plugins.pairlistmanager import PairListManager
 from freqtrade.resolvers import PairListResolver
-from tests.conftest import get_patched_exchange, get_patched_freqtradebot, log_has, log_has_re
+from tests.conftest import (create_mock_trades, get_patched_exchange, get_patched_freqtradebot,
+                            log_has, log_has_re)
 
 
 @pytest.fixture(scope="function")
@@ -663,6 +664,31 @@ def test_PerformanceFilter_error(mocker, whitelist_conf, caplog) -> None:
     assert log_has("PerformanceFilter is not available in this mode.", caplog)
 
 
+@pytest.mark.usefixtures("init_persistence")
+def test_PerformanceFilter_lookback(mocker, whitelist_conf, fee) -> None:
+    whitelist_conf['exchange']['pair_whitelist'].append('XRP/BTC')
+    whitelist_conf['pairlists'] = [
+        {"method": "StaticPairList"},
+        {"method": "PerformanceFilter", "minutes": 60}
+    ]
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
+    exchange = get_patched_exchange(mocker, whitelist_conf)
+    pm = PairListManager(exchange, whitelist_conf)
+    pm.refresh_pairlist()
+
+    assert pm.whitelist == ['ETH/BTC', 'TKN/BTC', 'XRP/BTC']
+
+    with time_machine.travel("2021-09-01 05:00:00 +00:00") as t:
+        create_mock_trades(fee)
+        pm.refresh_pairlist()
+        assert pm.whitelist == ['XRP/BTC', 'ETH/BTC', 'TKN/BTC']
+
+        # Move to "outside" of lookback window, so original sorting is restored.
+        t.move_to("2021-09-01 07:00:00 +00:00")
+        pm.refresh_pairlist()
+        assert pm.whitelist == ['ETH/BTC', 'TKN/BTC', 'XRP/BTC']
+
+
 def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
     default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}]
 

tests/rpc/test_rpc_apiserver.py

@@ -422,20 +422,22 @@ def test_api_stopbuy(botclient):
     assert ftbot.config['max_open_trades'] == 0
 
 
-def test_api_balance(botclient, mocker, rpc_balance):
+def test_api_balance(botclient, mocker, rpc_balance, tickers):
     ftbot, client = botclient
 
     ftbot.config['dry_run'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance)
+    mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
     mocker.patch('freqtrade.exchange.Exchange.get_valid_pair_combination',
                  side_effect=lambda a, b: f"{a}/{b}")
     ftbot.wallets.update()
 
     rc = client_get(client, f"{BASE_URI}/balance")
     assert_response(rc)
-    assert "currencies" in rc.json()
+    response = rc.json()
-    assert len(rc.json()["currencies"]) == 5
+    assert "currencies" in response
-    assert rc.json()['currencies'][0] == {
+    assert len(response["currencies"]) == 5
+    assert response['currencies'][0] == {
         'currency': 'BTC',
         'free': 12.0,
         'balance': 12.0,
@@ -443,6 +445,10 @@ def test_api_balance(botclient, mocker, rpc_balance):
         'est_stake': 12.0,
         'stake': 'BTC',
     }
+    assert 'starting_capital' in response
+    assert 'starting_capital_fiat' in response
+    assert 'starting_capital_pct' in response
+    assert 'starting_capital_ratio' in response
 
 
 def test_api_count(botclient, mocker, ticker, fee, markets):
@@ -1218,6 +1224,7 @@ def test_api_strategies(botclient):
     assert_response(rc)
     assert rc.json() == {'strategies': [
         'HyperoptableStrategy',
+        'InformativeDecoratorTest',
         'StrategyTestV2',
         'TestStrategyLegacyV1'
     ]}

tests/rpc/test_rpc_telegram.py

@@ -576,6 +576,8 @@ def test_balance_handle_too_large_response(default_conf, update, mocker) -> None
         'total': 100.0,
         'symbol': 100.0,
         'value': 1000.0,
+        'starting_capital': 1000,
+        'starting_capital_fiat': 1000,
     })
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)

tests/strategy/strats/informative_decorator_strategy.py

@@ -0,0 +1,75 @@
+# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
+
+from pandas import DataFrame
+
+from freqtrade.strategy import informative, merge_informative_pair
+from freqtrade.strategy.interface import IStrategy
+
+
+class InformativeDecoratorTest(IStrategy):
+    """
+    Strategy used by tests freqtrade bot.
+    Please do not modify this strategy, it's  intended for internal use only.
+    Please look at the SampleStrategy in the user_data/strategy directory
+    or strategy repository https://github.com/freqtrade/freqtrade-strategies
+    for samples and inspiration.
+    """
+    INTERFACE_VERSION = 2
+    stoploss = -0.10
+    timeframe = '5m'
+    startup_candle_count: int = 20
+
+    def informative_pairs(self):
+        return [('BTC/USDT', '5m')]
+
+    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe['buy'] = 0
+        return dataframe
+
+    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe['sell'] = 0
+        return dataframe
+
+    # Decorator stacking test.
+    @informative('30m')
+    @informative('1h')
+    def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe['rsi'] = 14
+        return dataframe
+
+    # Simple informative test.
+    @informative('1h', 'BTC/{stake}')
+    def populate_indicators_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe['rsi'] = 14
+        return dataframe
+
+    # Quote currency different from stake currency test.
+    @informative('1h', 'ETH/BTC')
+    def populate_indicators_eth_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe['rsi'] = 14
+        return dataframe
+
+    # Formatting test.
+    @informative('30m', 'BTC/{stake}', '{column}_{BASE}_{QUOTE}_{base}_{quote}_{asset}_{timeframe}')
+    def populate_indicators_btc_1h_2(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe['rsi'] = 14
+        return dataframe
+
+    # Custom formatter test
+    @informative('30m', 'ETH/{stake}', fmt=lambda column, **kwargs: column + '_from_callable')
+    def populate_indicators_eth_30m(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe['rsi'] = 14
+        return dataframe
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        # Strategy timeframe indicators for current pair.
+        dataframe['rsi'] = 14
+        # Informative pairs are available in this method.
+        dataframe['rsi_less'] = dataframe['rsi'] < dataframe['rsi_1h']
+
+        # Mixing manual informative pairs with decorators.
+        informative = self.dp.get_pair_dataframe('BTC/USDT', '5m')
+        informative['rsi'] = 14
+        dataframe = merge_informative_pair(dataframe, informative, self.timeframe, '5m', ffill=True)
+
+        return dataframe

tests/strategy/test_interface.py

@@ -648,7 +648,7 @@ def test_is_informative_pairs_callback(default_conf):
     strategy = StrategyResolver.load_strategy(default_conf)
     # Should return empty
     # Uses fallback to base implementation
-    assert [] == strategy.informative_pairs()
+    assert [] == strategy.gather_informative_pairs()
 
 
 @pytest.mark.parametrize('error', [

tests/strategy/test_strategy_helpers.py

@@ -4,7 +4,9 @@ import numpy as np
 import pandas as pd
 import pytest
 
-from freqtrade.strategy import merge_informative_pair, stoploss_from_open, timeframe_to_minutes
+from freqtrade.data.dataprovider import DataProvider
+from freqtrade.strategy import (merge_informative_pair, stoploss_from_absolute, stoploss_from_open,
+                                timeframe_to_minutes)
 
 
 def generate_test_data(timeframe: str, size: int):
@@ -132,3 +134,65 @@ def test_stoploss_from_open():
                         assert stoploss == 0
                     else:
                         assert isclose(stop_price, expected_stop_price, rel_tol=0.00001)
+
+
+def test_stoploss_from_absolute():
+    assert stoploss_from_absolute(90, 100) == 1 - (90 / 100)
+    assert stoploss_from_absolute(100, 100) == 0
+    assert stoploss_from_absolute(110, 100) == 0
+    assert stoploss_from_absolute(100, 0) == 1
+    assert stoploss_from_absolute(0, 100) == 1
+
+
+def test_informative_decorator(mocker, default_conf):
+    test_data_5m = generate_test_data('5m', 40)
+    test_data_30m = generate_test_data('30m', 40)
+    test_data_1h = generate_test_data('1h', 40)
+    data = {
+        ('XRP/USDT', '5m'): test_data_5m,
+        ('XRP/USDT', '30m'): test_data_30m,
+        ('XRP/USDT', '1h'): test_data_1h,
+        ('LTC/USDT', '5m'): test_data_5m,
+        ('LTC/USDT', '30m'): test_data_30m,
+        ('LTC/USDT', '1h'): test_data_1h,
+        ('BTC/USDT', '30m'): test_data_30m,
+        ('BTC/USDT', '5m'): test_data_5m,
+        ('BTC/USDT', '1h'): test_data_1h,
+        ('ETH/USDT', '1h'): test_data_1h,
+        ('ETH/USDT', '30m'): test_data_30m,
+        ('ETH/BTC', '1h'): test_data_1h,
+    }
+    from .strats.informative_decorator_strategy import InformativeDecoratorTest
+    default_conf['stake_currency'] = 'USDT'
+    strategy = InformativeDecoratorTest(config=default_conf)
+    strategy.dp = DataProvider({}, None, None)
+    mocker.patch.object(strategy.dp, 'current_whitelist', return_value=[
+        'XRP/USDT', 'LTC/USDT', 'BTC/USDT'
+    ])
+
+    assert len(strategy._ft_informative) == 6   # Equal to number of decorators used
+    informative_pairs = [('XRP/USDT', '1h'), ('LTC/USDT', '1h'), ('XRP/USDT', '30m'),
+                         ('LTC/USDT', '30m'), ('BTC/USDT', '1h'), ('BTC/USDT', '30m'),
+                         ('BTC/USDT', '5m'), ('ETH/BTC', '1h'), ('ETH/USDT', '30m')]
+    for inf_pair in informative_pairs:
+        assert inf_pair in strategy.gather_informative_pairs()
+
+    def test_historic_ohlcv(pair, timeframe):
+        return data[(pair, timeframe or strategy.timeframe)].copy()
+    mocker.patch('freqtrade.data.dataprovider.DataProvider.historic_ohlcv',
+                 side_effect=test_historic_ohlcv)
+
+    analyzed = strategy.advise_all_indicators(
+        {p: data[(p, strategy.timeframe)] for p in ('XRP/USDT', 'LTC/USDT')})
+    expected_columns = [
+        'rsi_1h', 'rsi_30m',                    # Stacked informative decorators
+        'btc_usdt_rsi_1h',                      # BTC 1h informative
+        'rsi_BTC_USDT_btc_usdt_BTC/USDT_30m',   # Column formatting
+        'rsi_from_callable',                    # Custom column formatter
+        'eth_btc_rsi_1h',                       # Quote currency not matching stake currency
+        'rsi', 'rsi_less',                      # Non-informative columns
+        'rsi_5m',                               # Manual informative dataframe
+    ]
+    for _, dataframe in analyzed.items():
+        for col in expected_columns:
+            assert col in dataframe.columns

tests/strategy/test_strategy_loading.py

@@ -35,7 +35,7 @@ def test_search_all_strategies_no_failed():
     directory = Path(__file__).parent / "strats"
     strategies = StrategyResolver.search_all_objects(directory, enum_failed=False)
     assert isinstance(strategies, list)
-    assert len(strategies) == 3
+    assert len(strategies) == 4
     assert isinstance(strategies[0], dict)
 
 
@@ -43,10 +43,10 @@ def test_search_all_strategies_with_failed():
     directory = Path(__file__).parent / "strats"
     strategies = StrategyResolver.search_all_objects(directory, enum_failed=True)
     assert isinstance(strategies, list)
-    assert len(strategies) == 4
+    assert len(strategies) == 5
     # with enum_failed=True search_all_objects() shall find 2 good strategies
     # and 1 which fails to load
-    assert len([x for x in strategies if x['class'] is not None]) == 3
+    assert len([x for x in strategies if x['class'] is not None]) == 4
     assert len([x for x in strategies if x['class'] is None]) == 1
 
 

tests/test_freqtradebot.py

@@ -78,43 +78,15 @@ def test_bot_cleanup(mocker, default_conf, caplog) -> None:
     assert coo_mock.call_count == 1
 
 
-def test_order_dict_dry_run(default_conf, mocker, caplog) -> None:
+@pytest.mark.parametrize('runmode', [
+    RunMode.DRY_RUN,
+    RunMode.LIVE
+])
+def test_order_dict(default_conf, mocker, runmode, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     conf = default_conf.copy()
-    conf['runmode'] = RunMode.DRY_RUN
+    conf['runmode'] = runmode
-    conf['order_types'] = {
-        'buy': 'market',
-        'sell': 'limit',
-        'stoploss': 'limit',
-        'stoploss_on_exchange': True,
-    }
-    conf['bid_strategy']['price_side'] = 'ask'
-
-    freqtrade = FreqtradeBot(conf)
-    assert freqtrade.strategy.order_types['stoploss_on_exchange']
-
-    caplog.clear()
-    # is left untouched
-    conf = default_conf.copy()
-    conf['runmode'] = RunMode.DRY_RUN
-    conf['order_types'] = {
-        'buy': 'market',
-        'sell': 'limit',
-        'stoploss': 'limit',
-        'stoploss_on_exchange': False,
-    }
-    freqtrade = FreqtradeBot(conf)
-    assert not freqtrade.strategy.order_types['stoploss_on_exchange']
-    assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
-
-
-def test_order_dict_live(default_conf, mocker, caplog) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-
-    conf = default_conf.copy()
-    conf['runmode'] = RunMode.LIVE
     conf['order_types'] = {
         'buy': 'market',
         'sell': 'limit',
@@ -124,13 +96,14 @@ def test_order_dict_live(default_conf, mocker, caplog) -> None:
     conf['bid_strategy']['price_side'] = 'ask'
 
     freqtrade = FreqtradeBot(conf)
+    if runmode == RunMode.LIVE:
         assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
     assert freqtrade.strategy.order_types['stoploss_on_exchange']
 
     caplog.clear()
     # is left untouched
     conf = default_conf.copy()
-    conf['runmode'] = RunMode.LIVE
+    conf['runmode'] = runmode
     conf['order_types'] = {
         'buy': 'market',
         'sell': 'limit',
@@ -219,8 +192,14 @@ def test_edge_overrides_stake_amount(mocker, edge_conf) -> None:
         'LTC/BTC', freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.21
 
 
-def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf) -> None:
+@pytest.mark.parametrize('buy_price_mult,ignore_strat_sl', [
-
+    # Override stoploss
+    (0.79, False),
+    # Override strategy stoploss
+    (0.85, True)
+])
+def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker,
+                                 buy_price_mult, ignore_strat_sl, edge_conf) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     patch_edge(mocker)
@@ -234,9 +213,9 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': buy_price * 0.79,
+            'bid': buy_price * buy_price_mult,
-            'ask': buy_price * 0.79,
+            'ask': buy_price * buy_price_mult,
-            'last': buy_price * 0.79
+            'last': buy_price * buy_price_mult,
         }),
         get_fee=fee,
     )
@@ -253,48 +232,12 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf
     #############################################
 
     # stoploss shoud be hit
-    assert freqtrade.handle_trade(trade) is True
+    assert freqtrade.handle_trade(trade) is not ignore_strat_sl
+    if not ignore_strat_sl:
         assert log_has('Exit for NEO/BTC detected. Reason: stop_loss', caplog)
         assert trade.sell_reason == SellType.STOP_LOSS.value
 
 
-def test_edge_should_ignore_strategy_stoploss(limit_buy_order, fee,
-                                              mocker, edge_conf) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    patch_edge(mocker)
-    edge_conf['max_open_trades'] = float('inf')
-
-    # Strategy stoploss is -0.1 but Edge imposes a stoploss at -0.2
-    # Thus, if price falls 15%, stoploss should not be triggered
-    #
-    # mocking the ticker: price is falling ...
-    buy_price = limit_buy_order['price']
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=MagicMock(return_value={
-            'bid': buy_price * 0.85,
-            'ask': buy_price * 0.85,
-            'last': buy_price * 0.85
-        }),
-        get_fee=fee,
-    )
-    #############################################
-
-    # Create a trade with "limit_buy_order" price
-    freqtrade = FreqtradeBot(edge_conf)
-    freqtrade.active_pair_whitelist = ['NEO/BTC']
-    patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-    freqtrade.enter_positions()
-    trade = Trade.query.first()
-    trade.update(limit_buy_order)
-    #############################################
-
-    # stoploss shoud not be hit
-    assert freqtrade.handle_trade(trade) is False
-
-
 def test_total_open_trades_stakes(mocker, default_conf, ticker, fee) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -376,8 +319,16 @@ def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order,
         freqtrade.create_trade('ETH/BTC')
 
 
-def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order_open,
+@pytest.mark.parametrize('stake_amount,create,amount_enough,max_open_trades', [
-                                     fee, mocker) -> None:
+    (0.0005, True, True, 99),
+    (0.000000005, True, False, 99),
+    (0, False, True, 99),
+    (UNLIMITED_STAKE_AMOUNT, False, True, 0),
+])
+def test_create_trade_minimal_amount(
+    default_conf, ticker, limit_buy_order_open, fee, mocker,
+    stake_amount, create, amount_enough, max_open_trades, caplog
+) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     buy_mock = MagicMock(return_value=limit_buy_order_open)
@@ -387,78 +338,33 @@ def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order_open,
         create_order=buy_mock,
         get_fee=fee,
     )
-    default_conf['stake_amount'] = 0.0005
+    default_conf['max_open_trades'] = max_open_trades
     freqtrade = FreqtradeBot(default_conf)
+    freqtrade.config['stake_amount'] = stake_amount
     patch_get_signal(freqtrade)
 
-    freqtrade.create_trade('ETH/BTC')
+    if create:
+        assert freqtrade.create_trade('ETH/BTC')
+        if amount_enough:
             rate, amount = buy_mock.call_args[1]['rate'], buy_mock.call_args[1]['amount']
             assert rate * amount <= default_conf['stake_amount']
-
+        else:
-
+            assert log_has_re(
-def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_order_open,
+                r"Stake amount for pair .* is too small.*",
-                                             fee, mocker, caplog) -> None:
+                caplog
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    buy_mock = MagicMock(return_value=limit_buy_order_open)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
-        create_order=buy_mock,
-        get_fee=fee,
             )
-
+    else:
-    freqtrade = FreqtradeBot(default_conf)
-    freqtrade.config['stake_amount'] = 0.000000005
-
-    patch_get_signal(freqtrade)
-
-    assert freqtrade.create_trade('ETH/BTC')
-    assert log_has_re(r"Stake amount for pair .* is too small.*", caplog)
-
-
-def test_create_trade_zero_stake_amount(default_conf, ticker, limit_buy_order_open,
-                                        fee, mocker) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    buy_mock = MagicMock(return_value=limit_buy_order_open)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
-        create_order=buy_mock,
-        get_fee=fee,
-    )
-
-    freqtrade = FreqtradeBot(default_conf)
-    freqtrade.config['stake_amount'] = 0
-
-    patch_get_signal(freqtrade)
-
-    assert not freqtrade.create_trade('ETH/BTC')
-
-
-def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order_open,
-                                    fee, mocker) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
-        create_order=MagicMock(return_value=limit_buy_order_open),
-        get_fee=fee,
-    )
-    default_conf['max_open_trades'] = 0
-    default_conf['stake_amount'] = UNLIMITED_STAKE_AMOUNT
-
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
-
         assert not freqtrade.create_trade('ETH/BTC')
+        if not max_open_trades:
             assert freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.edge) == 0
 
 
+@pytest.mark.parametrize('whitelist,positions', [
+    (["ETH/BTC"], 1),  # No pairs left
+    ([], 0),  # No pairs in whitelist
+])
 def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_open, fee,
-                                       mocker, caplog) -> None:
+                                       whitelist, positions, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -467,34 +373,18 @@ def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_ope
         create_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
-
+    default_conf['exchange']['pair_whitelist'] = whitelist
-    default_conf['exchange']['pair_whitelist'] = ["ETH/BTC"]
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
 
     n = freqtrade.enter_positions()
-    assert n == 1
+    assert n == positions
+    if positions:
         assert not log_has_re(r"No currency pair in active pair whitelist.*", caplog)
         n = freqtrade.enter_positions()
         assert n == 0
         assert log_has_re(r"No currency pair in active pair whitelist.*", caplog)
-
+    else:
-
-def test_enter_positions_no_pairs_in_whitelist(default_conf, ticker, limit_buy_order, fee,
-                                               mocker, caplog) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
-        create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
-        get_fee=fee,
-    )
-    default_conf['exchange']['pair_whitelist'] = []
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
-
-    n = freqtrade.enter_positions()
         assert n == 0
         assert log_has("Active pair whitelist is empty.", caplog)
 
@@ -1253,6 +1143,7 @@ def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog,
 @pytest.mark.usefixtures("init_persistence")
 def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
                                               limit_buy_order, limit_sell_order) -> None:
+    # TODO-lev: test for short
     # When trailing stoploss is set
     stoploss = MagicMock(return_value={'id': 13434334})
     patch_RPCManager(mocker)
@@ -1344,10 +1235,14 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
     cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
-    stoploss_order_mock.assert_called_once_with(amount=85.32423208,
+    stoploss_order_mock.assert_called_once_with(
+        amount=85.32423208,
         pair='ETH/BTC',
         order_types=freqtrade.strategy.order_types,
-                                                stop_price=0.00002346 * 0.95)
+        stop_price=0.00002346 * 0.95,
+        side="sell",
+        leverage=1.0
+    )
 
     # price fell below stoploss, so dry-run sells trade.
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
@@ -1360,6 +1255,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
 
 def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, caplog,
                                                     limit_buy_order, limit_sell_order) -> None:
+    # TODO-lev: test for short
     # When trailing stoploss is set
     stoploss = MagicMock(return_value={'id': 13434334})
     patch_exchange(mocker)
@@ -1418,7 +1314,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
                  side_effect=InvalidOrderException())
     mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order',
                  return_value=stoploss_order_hanging)
-    freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
+    freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging, side="sell")
     assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", caplog)
 
     # Still try to create order
@@ -1428,7 +1324,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     caplog.clear()
     cancel_mock = mocker.patch("freqtrade.exchange.Binance.cancel_stoploss_order", MagicMock())
     mocker.patch("freqtrade.exchange.Binance.stoploss", side_effect=ExchangeError())
-    freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
+    freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging, side="sell")
     assert cancel_mock.call_count == 1
     assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog)
 
@@ -1437,6 +1333,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
 def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
                                                  limit_buy_order, limit_sell_order) -> None:
     # When trailing stoploss is set
+    # TODO-lev: test for short
     stoploss = MagicMock(return_value={'id': 13434334})
     patch_RPCManager(mocker)
     mocker.patch.multiple(
@@ -1527,10 +1424,14 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
     cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
-    stoploss_order_mock.assert_called_once_with(amount=85.32423208,
+    stoploss_order_mock.assert_called_once_with(
+        amount=85.32423208,
         pair='ETH/BTC',
         order_types=freqtrade.strategy.order_types,
-                                                stop_price=0.00002346 * 0.96)
+        stop_price=0.00002346 * 0.96,
+        side="sell",
+        leverage=1.0
+    )
 
     # price fell below stoploss, so dry-run sells trade.
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
@@ -1543,7 +1444,7 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
 
 def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
                                               limit_buy_order, limit_sell_order) -> None:
-
+    # TODO-lev: test for short
     # When trailing stoploss is set
     stoploss = MagicMock(return_value={'id': 13434334})
     patch_RPCManager(mocker)
@@ -1648,36 +1549,37 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
     # stoploss should be set to 1% as trailing is on
     assert trade.stop_loss == 0.00002346 * 0.99
     cancel_order_mock.assert_called_once_with(100, 'NEO/BTC')
-    stoploss_order_mock.assert_called_once_with(amount=2132892.49146757,
+    stoploss_order_mock.assert_called_once_with(
+        amount=2132892.49146757,
         pair='NEO/BTC',
         order_types=freqtrade.strategy.order_types,
-                                                stop_price=0.00002346 * 0.99)
+        stop_price=0.00002346 * 0.99,
+        side="sell",
+        leverage=1.0
+    )
 
 
-def test_enter_positions(mocker, default_conf, caplog) -> None:
+@pytest.mark.parametrize('return_value,side_effect,log_message', [
+    (False, None, 'Found no enter signals for whitelisted currencies. Trying again...'),
+    (None, DependencyException, 'Unable to create trade for ETH/BTC: ')
+])
+def test_enter_positions(mocker, default_conf, return_value, side_effect,
+                         log_message, caplog) -> None:
     caplog.set_level(logging.DEBUG)
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
-    mock_ct = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade',
-                           MagicMock(return_value=False))
-    n = freqtrade.enter_positions()
-    assert n == 0
-    assert log_has('Found no enter signals for whitelisted currencies. Trying again...', caplog)
-    # create_trade should be called once for every pair in the whitelist.
-    assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist'])
-
-
-def test_enter_positions_exception(mocker, default_conf, caplog) -> None:
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-
     mock_ct = mocker.patch(
         'freqtrade.freqtradebot.FreqtradeBot.create_trade',
-        MagicMock(side_effect=DependencyException)
+        MagicMock(
+            return_value=return_value,
+            side_effect=side_effect
+        )
     )
     n = freqtrade.enter_positions()
     assert n == 0
+    assert log_has(log_message, caplog)
+    # create_trade should be called once for every pair in the whitelist.
     assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist'])
-    assert log_has('Unable to create trade for ETH/BTC: ', caplog)
 
 
 def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None:
@@ -1771,8 +1673,13 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
     assert log_has_re('Found open order for.*', caplog)
 
 
+@pytest.mark.parametrize('initial_amount,has_rounding_fee', [
+    (90.99181073 + 1e-14, True),
+    (8.0, False)
+])
 def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee,
-                                          mocker):
+                                          mocker, initial_amount, has_rounding_fee, caplog):
+    trades_for_order[0]['amount'] = initial_amount
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     # fetch_order should not be called!!
     mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
@@ -1793,31 +1700,7 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_
     freqtrade.update_trade_state(trade, '123456', limit_buy_order)
     assert trade.amount != amount
     assert trade.amount == limit_buy_order['amount']
-
+    if has_rounding_fee:
-
-def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_order, fee,
-                                                       limit_buy_order, mocker, caplog):
-    trades_for_order[0]['amount'] = limit_buy_order['amount'] + 1e-14
-    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
-    # fetch_order should not be called!!
-    mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
-    patch_exchange(mocker)
-    amount = sum(x['amount'] for x in trades_for_order)
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    trade = Trade(
-        pair='LTC/ETH',
-        amount=amount,
-        exchange='binance',
-        open_rate=0.245441,
-        fee_open=fee.return_value,
-        fee_close=fee.return_value,
-        open_order_id='123456',
-        is_open=True,
-        open_date=arrow.utcnow().datetime,
-    )
-    freqtrade.update_trade_state(trade, '123456', limit_buy_order)
-    assert trade.amount != amount
-    assert trade.amount == limit_buy_order['amount']
         assert log_has_re(r'Applying fee on amount for .*', caplog)
 
 
@@ -3130,16 +3013,28 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
     assert mock_insuf.call_count == 1
 
 
-def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy_order_open,
+@pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,sell_type', [
-                                        fee, mocker) -> None:
+    # Enable profit
+    (True, 0.00001172, 0.00001173, False, True, SellType.SELL_SIGNAL.value),
+    # Disable profit
+    (False, 0.00002172, 0.00002173, True,  False, SellType.SELL_SIGNAL.value),
+    # Enable loss
+    # * Shouldn't this be SellType.STOP_LOSS.value
+    (True, 0.00000172, 0.00000173, False, False, None),
+    # Disable loss
+    (False, 0.00000172, 0.00000173, True, False, SellType.SELL_SIGNAL.value),
+])
+def test_sell_profit_only(
+        default_conf, limit_buy_order, limit_buy_order_open,
+        fee, mocker, profit_only, bid, ask, handle_first, handle_second, sell_type) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
+            'bid': bid,
-            'ask': 0.00001173,
+            'ask': ask,
-            'last': 0.00001172
+            'last': bid
         }),
         create_order=MagicMock(side_effect=[
             limit_buy_order_open,
@@ -3149,128 +3044,29 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy
     )
     default_conf.update({
         'use_sell_signal': True,
-        'sell_profit_only': True,
+        'sell_profit_only': profit_only,
         'sell_profit_offset': 0.1,
     })
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
+    if sell_type == SellType.SELL_SIGNAL.value:
         freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-
+    else:
-    freqtrade.enter_positions()
-
-    trade = Trade.query.first()
-    trade.update(limit_buy_order)
-    freqtrade.wallets.update()
-    patch_get_signal(freqtrade, enter_long=False, exit_long=True)
-    assert freqtrade.handle_trade(trade) is False
-
-    freqtrade.strategy.sell_profit_offset = 0.0
-    assert freqtrade.handle_trade(trade) is True
-
-    assert trade.sell_reason == SellType.SELL_SIGNAL.value
-
-
-def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, limit_buy_order_open,
-                                         fee, mocker) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=MagicMock(return_value={
-            'bid': 0.00002172,
-            'ask': 0.00002173,
-            'last': 0.00002172
-        }),
-        create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
-            {'id': 1234553382},
-        ]),
-        get_fee=fee,
-    )
-    default_conf.update({
-        'use_sell_signal': True,
-        'sell_profit_only': False,
-    })
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-    freqtrade.enter_positions()
-
-    trade = Trade.query.first()
-    trade.update(limit_buy_order)
-    freqtrade.wallets.update()
-    patch_get_signal(freqtrade, enter_long=False, exit_long=True)
-    assert freqtrade.handle_trade(trade) is True
-    assert trade.sell_reason == SellType.SELL_SIGNAL.value
-
-
-def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, limit_buy_order_open,
-                                      fee, mocker) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=MagicMock(return_value={
-            'bid': 0.00000172,
-            'ask': 0.00000173,
-            'last': 0.00000172
-        }),
-        create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
-            {'id': 1234553382},
-        ]),
-        get_fee=fee,
-    )
-    default_conf.update({
-        'use_sell_signal': True,
-        'sell_profit_only': True,
-    })
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
         freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
             sell_type=SellType.NONE))
     freqtrade.enter_positions()
 
-    trade = Trade.query.first()
-    trade.update(limit_buy_order)
-    patch_get_signal(freqtrade, enter_long=False, exit_long=True)
-    assert freqtrade.handle_trade(trade) is False
-
-
-def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, limit_buy_order_open,
-                                       fee, mocker) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=MagicMock(return_value={
-            'bid': 0.0000172,
-            'ask': 0.0000173,
-            'last': 0.0000172
-        }),
-        create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
-            {'id': 1234553382},
-        ]),
-        get_fee=fee,
-    )
-    default_conf.update({
-        'use_sell_signal': True,
-        'sell_profit_only': False,
-    })
-
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-
-    freqtrade.enter_positions()
-
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     freqtrade.wallets.update()
     patch_get_signal(freqtrade, enter_long=False, exit_long=True)
+    assert freqtrade.handle_trade(trade) is handle_first
+
+    if handle_second:
+        freqtrade.strategy.sell_profit_offset = 0.0
         assert freqtrade.handle_trade(trade) is True
-    assert trade.sell_reason == SellType.SELL_SIGNAL.value
+
+    assert trade.sell_reason == sell_type
 
 
 def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_open,
@@ -3308,11 +3104,15 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_
     assert trade.amount != amnt
 
 
-def test__safe_exit_amount(default_conf, fee, caplog, mocker):
+@pytest.mark.parametrize('amount_wallet,has_err', [
+    (95.29, False),
+    (91.29, True)
+])
+def test__safe_exit_amount(default_conf, fee, caplog, mocker, amount_wallet, has_err):
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     amount = 95.33
-    amount_wallet = 95.29
+    amount_wallet = amount_wallet
     mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=amount_wallet))
     wallet_update = mocker.patch('freqtrade.wallets.Wallets.update')
     trade = Trade(
@@ -3326,7 +3126,10 @@ def test__safe_exit_amount(default_conf, fee, caplog, mocker):
     )
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
-
+    if has_err:
+        with pytest.raises(DependencyException, match=r"Not enough amount to exit trade."):
+            assert freqtrade._safe_exit_amount(trade.pair, trade.amount)
+    else:
         wallet_update.reset_mock()
         assert freqtrade._safe_exit_amount(trade.pair, trade.amount) == amount_wallet
         assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
@@ -3338,27 +3141,6 @@ def test__safe_exit_amount(default_conf, fee, caplog, mocker):
         assert wallet_update.call_count == 1
 
 
-def test__safe_exit_amount_error(default_conf, fee, caplog, mocker):
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    amount = 95.33
-    amount_wallet = 91.29
-    mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=amount_wallet))
-    trade = Trade(
-        pair='LTC/ETH',
-        amount=amount,
-        exchange='binance',
-        open_rate=0.245441,
-        open_order_id="123456",
-        fee_open=fee.return_value,
-        fee_close=fee.return_value,
-    )
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
-    with pytest.raises(DependencyException, match=r"Not enough amount to exit."):
-        assert freqtrade._safe_exit_amount(trade.pair, trade.amount)
-
-
 def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -4144,50 +3926,37 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_o
     assert trade is None
 
 
-def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
+@pytest.mark.parametrize('exception_thrown,ask,last,order_book_top,order_book', [
+    (False, 0.045, 0.046, 2, None),
+    (True,  0.042, 0.046, 1, {'bids': [[]], 'asks': [[]]})
+])
+def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2, exception_thrown,
+                                  ask, last, order_book_top, order_book, caplog) -> None:
     """
-    test if function get_rate will return the order book price
+    test if function get_rate will return the order book price instead of the ask rate
-    instead of the ask rate
     """
     patch_exchange(mocker)
-    ticker_mock = MagicMock(return_value={'ask': 0.045, 'last': 0.046})
+    ticker_mock = MagicMock(return_value={'ask': ask, 'last': last})
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_l2_order_book=order_book_l2,
+        fetch_l2_order_book=MagicMock(return_value=order_book) if order_book else order_book_l2,
         fetch_ticker=ticker_mock,
-
     )
     default_conf['exchange']['name'] = 'binance'
     default_conf['bid_strategy']['use_order_book'] = True
-    default_conf['bid_strategy']['order_book_top'] = 2
+    default_conf['bid_strategy']['order_book_top'] = order_book_top
     default_conf['bid_strategy']['ask_last_balance'] = 0
     default_conf['telegram']['enabled'] = False
 
     freqtrade = FreqtradeBot(default_conf)
-    assert freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy") == 0.043935
+    if exception_thrown:
-    assert ticker_mock.call_count == 0
-
-
-def test_order_book_bid_strategy_exception(mocker, default_conf, caplog) -> None:
-    patch_exchange(mocker)
-    ticker_mock = MagicMock(return_value={'ask': 0.042, 'last': 0.046})
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_l2_order_book=MagicMock(return_value={'bids': [[]], 'asks': [[]]}),
-        fetch_ticker=ticker_mock,
-
-    )
-    default_conf['exchange']['name'] = 'binance'
-    default_conf['bid_strategy']['use_order_book'] = True
-    default_conf['bid_strategy']['order_book_top'] = 1
-    default_conf['bid_strategy']['ask_last_balance'] = 0
-    default_conf['telegram']['enabled'] = False
-
-    freqtrade = FreqtradeBot(default_conf)
-    # orderbook shall be used even if tickers would be lower.
         with pytest.raises(PricingError):
             freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy")
-    assert log_has_re(r'Buy Price at location 1 from orderbook could not be determined.', caplog)
+        assert log_has_re(
+            r'Buy Price at location 1 from orderbook could not be determined.', caplog)
+    else:
+        assert freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy") == 0.043935
+        assert ticker_mock.call_count == 0
 
 
 def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None: